Although affective disorders have been known to have sex differences in the associated clinical characteristics and quality of life (QOL), sex differences among patients with panic disorder (PD) have remained relatively unexplored in Korea. We examined the sex differences in different types of stressful life events (SLEs), coping styles, symptom severity, and health-related QOL (HRQOL) in patients with PD. Data from 291 female and 254 male participants diagnosed with PD were analyzed using a structured clinical interview following the Diagnostic and Statistical Manual of Mental Disorders, 4th Edition criteria. Females with PD reported more SLEs including separation issues, physical illness or disability, and pregnancy-related problems than males. They also reported lower levels of confrontation and help-seeking coping strategies and higher levels of agoraphobia in symptom severity than males. The HRQOL of females with PD was significantly lower than male in physical functioning of HRQOL. This study suggests that the patient's sex is relevant to the assessment and treatment of PD.