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Objective: To examine sex and gender roles in COVID-19 test positivity and hospitalisation in sex-stratified predictive models using machine learning., Design: Cross-sectional study., Setting: UK Biobank prospective cohort., Participants: Participants tested between 16 March 2020 and 18 May 2020 were analysed., Main Outcome Measures: The endpoints of the study were COVID-19 test positivity and hospitalisation. Forty-two individuals' demographics, psychosocial factors and comorbidities were used as likely determinants of outcomes. Gradient boosting machine was used for building prediction models., Results: Of 4510 individuals tested (51.2% female, mean age=68.5±8.9 years), 29.4% tested positive. Males were more likely to be positive than females (31.6% vs 27.3%, p=0.001). In females, living in more deprived areas, lower income, increased low-density lipoprotein (LDL) to high-density lipoprotein (HDL) ratio, working night shifts and living with a greater number of family members were associated with a higher likelihood of COVID-19 positive test. While in males, greater body mass index and LDL to HDL ratio were the factors associated with a positive test. Older age and adverse cardiometabolic characteristics were the most prominent variables associated with hospitalisation of test-positive patients in both overall and sex-stratified models., Conclusion: High-risk jobs, crowded living arrangements and living in deprived areas were associated with increased COVID-19 infection in females, while high-risk cardiometabolic characteristics were more influential in males. Gender-related factors have a greater impact on females; hence, they should be considered in identifying priority groups for COVID-19 infection vaccination campaigns., Competing Interests: Competing interests: None declared., (© Author(s) (or their employer(s)) 2022. Re-use permitted under CC BY. Published by BMJ.)