Research has sought to identify whether women have an increased risk of developing mental health problems following military trauma compared to men, but the results are mixed. This study examined gender differences in a range of mental health outcomes within three levels of war zone trauma exposure and investigated gender differences in risk and protective factors associated with clinical mental health problems. Using data from a cross-sectional, postdeployment survey, a sample of Norwegian veterans of recent military operations in Afghanistan (N = 6,205, 8.3% women) were sorted according to reported war zone trauma exposure level (low, medium, high), then assessed for symptoms of posttraumatic stress disorder (PTSD), posttraumatic distress, anxiety, depression, insomnia, and alcohol problems. The findings revealed that men who reported low war zone exposure had lower levels of posttraumatic distress symptoms than women, d = -0.20, p = .040, but were more likely to report symptoms of alcohol problems within the low, d = 0.33, p < .001; medium, d = 0.39, p < .001; and high, d = 0.37, p = .049, exposure groups; however, these differences disappeared when all symptom variables were combined into one clinical mental health problem variable. Women with a clinical mental health problem were less likely to report war zone exposure than men, OR = 0.93, 95% CI [0.90, 0.97], p = .001. Findings suggest that although gender differences in mental health symptoms exist, male and female veterans with mental health problems may share more similarities than previously recognized.