Background: On March 24, 2020 India implemented a national lockdown to prevent spread of the novel Coronavirus disease (COVID-19) among its 1.3 billion people. The pandemic may disproportionately impact women and girls. This study examines gender differences in knowledge of COVID-19 symptoms and preventive behaviors, as well as the adverse secondary health effects of the lockdown.Methods: A mobile phone-based survey was implemented from April 3-22, 2020 in Uttar Pradesh and Bihar among respondents randomly selected from an existing cohort study. Respondents answered questions related to demographics, COVID-19 knowledge, attitudes, and preventive behaviors practiced, and impacts on social, economic and health outcomes. Descriptive analyses and linear probability regression models were performed for all participants and separately for males and females.Findings: 1,666 adolescent and young adults (18-24 years old) were surveyed; 70% female. While most participants had high awareness of disease symptoms and preventive behaviors, there was variation by gender. Compared to males, females were seven percentage points (pp) less likely to know the main symptoms of COVID-19 (coeff = -0·071; 95% confidence interval: -0·122 - -0·021). Among females, there was variation by education level, urban residence, and household wealth. Females were 22 pp less likely to practice key preventive behaviors (coeff = -0·222; 95% CIL -0·263, -0·181); among female respondents, knowledge was the only factor significantly associated with doing the behaviors. Females were more likely to report recent depressive feelings than males (coeff =0·057; 95% CI: 0·004, 0·109).Interpretation: Wide gender gaps in knowledge, adoption of preventive behaviors, and adverse mental health effects were identified, indicating that COVID-19 is already disproportionately impacting adolescent and young women. Gender-sensitive information campaigns and provision of health services must be accessible and provide support during the pandemic to ensure gains in public health and gender equity are not lost.Funding: None.Declaration of Interests: The authors have no personal or financial relationships to disclose.Ethics Approval Statement: We received expedited ethical approval from the Population Council’s Institutional Review Board (IRB) by meeting criteria for research conducted during COVID-19. The IRB permitted data collection with existing cohorts for participants with previous consent provided the research aligned with national mitigation efforts. The UDAYA study protocol originally received IRB approval in 2015 for longitudinal data collection. Participants were told they could terminate the study at any time or skip any sections. No incentives were offered for taking part in the study.