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This study seeks to assess the health, social and economic outcomes associated with rough sleeping among women and compare those outcomes with those of (1) men sleeping rough, and (2) women experiencing other forms of homelessness (such as being housed in temporary supported accommodation due to family and domestic violence). The paper analyses survey data using the Vulnerability Index‐Service Prioritization Decision Analysis Tool (VI‐SPDAT) collected from 2735 women experiencing homelessness and 3124 men sleeping rough in Australian cities from 2010 to 2017. We find that women sleeping rough report poorer physical and mental health outcomes and greater problematic drug and or alcohol use relative to both men sleeping rough and women experiencing other types of homelessness (all p < 0.5). Women sleeping rough report significantly higher levels of crisis service utilisation (Β = 17.9, SE = 3.9, p < 0.001) and interactions with police in the previous 6 months (Β = 1.9, SE = 0.3, p < 0.001) than women experiencing homelessness not sleeping rough. Women sleeping rough also report greater healthcare utilisation, and, therefore, healthcare costs, than women experiencing homelessness not sleeping rough and men sleeping rough (all p < 0.05). From a policy perspective, the evidence presented in this paper supports a social determinants approach that moves from addressing symptoms of poor health outcomes associated with homelessness to preventing and ending homelessness with a particular focus on the life trajectories of women. Integrated services and homelessness strategies need to be developed through a gender lens, providing women sleeping rough with tailored permanent housing with wrap‐around supportive housing to address poor health outcomes. [ABSTRACT FROM AUTHOR]