This paper aims to show that there is a gender difference in attitudes towards risk and that these depend on the environment where the individual develops. To achieve this objective, two experiments to assess risk aversion have been conducted. In each experiment, the individuals were financially compensated based on their risky decisions made. The results obtained by regressing Ordinary Squared Minimums in both experiments suggest that women were more risk-averse than men. In addition, in environments of the same gender, women appeared to be more risk- takers than those in mixed environments.