This article contributes to the quality of life literature by investigating gender and age gaps in psycho-physiological distress during the COVID-19 pandemic in Italy. Specifically, we investigate whether women experienced higher levels of distress than men, and if such gap can be explained by a greater negative reaction of women in the experience of a negative COVID-19 related event, such as the illness or death of a relative. Moreover, we explore whether age moderated or amplified the effect of a negative event on distress among women and men. To do so we rely on an ad hoc survey carried out between April 2020 and June 2021 in Italy, the first European country to be hit by the pandemic. Our results indicate that subjects who experienced the hospitalization or, more so, the death of a family member during the pandemic were more exposed to psycho-psychological distress compared to subjects who were not directly touched by COVID-19. Moreover, our results show that while women were on average more likely to express feelings of distress than men in absence of evident stressors, this gap disappeared among subjects who experience the death of a relative. Furthermore, our results indicate that experiencing a negative COVID-19 related event led to an increase in distress among all respondents except older men, who appeared to be the most resilient to the manifestation of any sign of distress. These results speak to important age and gender differences in the feelings and externalization of grief in the Italian context. [ABSTRACT FROM AUTHOR]