This study aims to analyse whether any differences exist between the genders with respect to the effect of perceived Job Demands, Control and Support (JDCS model) on how individuals reach high levels of job stress. To do this, the perceived risk of suffering an illness or having an accident in the workplace is used as an outcome measure. The study is based on the First Survey on Working Conditions in Andalusia, which has a sample of 5,496 men and 2,779 women. We carry out a multi-sample analysis with structural equation models, controlling for age and sector. The results show that the generation of job stress has a different pattern in men and women. In the case of men, the results show that only one dimension of the job demands stressor is significant (quantitative demands), whose effect on job stress is weakened slightly by the direct effects of control and support. With women, in contrast, emotional and intellectual aspects (qualitative demands) are also statistically significant. Moreover, social support has a greater weakening effect on the levels of job stress in women than in men. These results suggest that applying the JDCS model in function of the gender will contribute to a greater understanding of how to reduce the levels of job stress in men and women, helping the design of more effective policies in this area.