Abstract The present study evaluates gender role theory as an explanation for the observed gender differences in anxiety sensitivity (AS) symptoms among children, and emotional intelligence (EI) as a protective factor in the relation between gender role orientation and AS. Specifically, these two hypotheses are investigated in a moderated mediation analysis. The sample comprises 200 children, aged 9–13years (95 boys, 105 girls). Results reveal that Masculinity (M) and EI are negatively associated with AS while Femininity (F) is positively associated with AS. Gender role orientation mediates the relation between biological gender and AS scores and EI moderates the relation between M (but not F) and overall AS symptoms. Findings support gender role orientation as an explanation for the observed gender disparity in AS; in the case of masculine orientation, the protective effect also depends on high emotional intelligence. This study provides valuable insights for understanding the emotional socialization of children, as well as preventing or treating AS symptoms.