Introduction. In this exploratory study, we proposed an experimental framework to investigate and model male/female differences in attitudes towards online privacy and anonymity among Israeli students. Our aim was to comparatively model men and women's online privacy attitudes, and to assess the online privacy gender gap. Method. Various factors related to the user's online privacy and anonymity were considered, such as awareness of anonymous threats made online, concern for protecting personal information on the Internet, online privacy self-efficacy, online privacy literacy and users' tendency to engage in privacy paradox behaviour, i.e., personal data disclosure despite the awareness of anonymity and privacy threats. Analysis. A user study was carried out among 169 Israeli academic students through a quantitative method using closed-ended questionnaires. The subjects' responses were analysed using standard statistical measures. We then proposed a summarized comparative model for the two sexes' online privacy behaviour. Results. We found that a digital gap still exists between men and women regarding technological knowledge and skills used to protect their identity and personal information on the Web. Interestingly, users' tendency to engage in privacy paradox behaviour was not higher among men despite their higher level of technological online privacy literacy compared to women. Conclusions. Women's relatively high online privacy self-efficacy level and their low awareness of technological threat do not match their relatively low technological online privacy literacy level. This leads to a lower ability to protect their identity and personal information as compared to men. We conclude that further steps should be taken to eliminate the inter-gender technological gap in online privacy and anonymity awareness and literacy.