Serum creatine kinase (CK) activity reflects muscle membrane disruption. Oestrogen has antioxidant and membrane stabilising properties, yet no study has compared the CK and muscle soreness (DOMS) response to unaccustomed exercise between genders when all menstrual phases are represented in women. Fifteen eumenorrhoeic women (early follicular, EF (n = 5); late follicular, LF (n = 5); mid-luteal, ML (n = 5) phase) and six men performed 20 min of downhill running (−10% gradient) at 9 km/h. Serum CK activity and visual analogue scale rating of perceived muscle soreness were measured before, immediately, 24-h, 48-h and 72-h after exercise. The 24-h peak CK response (relative to pre-exercise) was similar between women and men (mean change (95% confidence interval): 58.5 (25.2 to 91.7) IU/L; 68.8 (31.3 to 106.3) IU/L, respectively). However, serum CK activity was restored to pre-exercise levels quicker in women (regardless of menstrual phase) than men; after 48-h post exercise in women (16.3 (−4.4 to 37.0) IU/L; 56.3 (37.0 to 75.6) IU/L, respectively) but only after 72-h in men (14.9 (−14.8 to 44.6) IU/L). Parallel to the CK response, muscle soreness recovered by 72-h in men. Conversely, the women still reported muscle soreness at 72-h despite CK levels being restored by 48-h; delayed recovery of muscle soreness appeared mainly in EF and LF. The CK and DOMS response to downhill running is gender-specific. The CK response recovers quicker in women than men. The CK and DOMS response occur in concert in men but not in women. The DOMS response in women is prolonged and may be influenced by menstrual phase.