This article explores how a group of human immunodeficiency virus (HIV)-infected patients perceived their health-related quality of life (HRQOL) in relation to their coping capacity expressed as sense of coherence. The emphasis was on gender differences. The sample consisted of 55 women (29%) and 134 men (71%), receiving outpatient medical care in a hospital. Self-report instruments, the health index, the HIV symptom scale, the well-being scale, the sense of coherence (SOC) scale and the Interview Schedule for Social Interaction were used. Disease status (HIV CDC classification, absolute CD4+ lymphocyte count and HIV/RNA) was also measured, and demographic data were collected. The total sample scored significantly worse self-rated health and weaker SOC than healthy controls. The HIV-infected women were significantly younger than the men (p < 0.0001). The majority of the women (60%) were infected by heterosexual transmission and of the men (58%) by homosexual/bisexual contacts. In the univariate analysis the women scored significantly less positive well-being (p < 0.05), weaker SOC (p < 0.05), and less social support (p < 0.01) than the men despite less advanced disease. Multiple regression analyses revealed that SOC was the strongest predictor of subjective HRQOL in both genders. The results suggest that health professionals who individualize their care of HIV-infected patients should try to be sensitive to the different ways in which men and women express their HRQOL.