Climate change is one of the defining challenges of our time. While the impacts of climate change on people’s well-being can hardly be denied, it may not be as obvious that the impacts could differ by gender. However, as the COVID-19 pandemic has shown, a shock can impact men and women differently due to social norms and pre-existing gender differences. This paper reviews the economic literature linking weather shocks (such as floods, droughts, and extreme temperatures, among others) and a large range of outcomes (from endowments to economic opportunities and agency). Men and women indeed have specific vulnerabilities and exposures. Specific physiological vulnerabilities are relatively minor: boys are more vulnerable to shocks in utero and girls and women to heat. The biggest gendered impacts are due to existing gaps and social responses to shocks. In places with strong boy preferences, families facing scarcity due to disasters are more likely to give food and other resources to boys, take their daughters out of school or marry them young, or withdraw women from agricultural work so they focus on household chores. During or after weather shocks, boys can also be taken out of schools to be put at work and men working in agriculture are often forced to migrate to find alternative sources of income. Unless climate policy acknowledges and accounts for these differences, climate change will remain an amplifier of existing gender inequalities.