Background Studies suggest that women may be at greater risk for developing chronic pain and pain-related disability. Methods Because musculoskeletal disorders (MSD) are the most frequently endorsed painful conditions among veterans, we sought to characterize gender differences in sociodemographic and clinical correlates among veterans upon entry into Veterans Health Administration's Musculoskeletal Disorders Cohort (n = 4,128,008). Results Women were more likely to be younger, Black, unmarried, and veterans of recent conflicts. In analyses adjusted for gender differences in sociodemographics, women were more likely to have diagnoses of fibromyalgia, temporomandibular disorders, and neck pain. Almost one in five women (19.4%) had more than one MSD diagnosis, compared with 15.7% of men; this higher risk of MSD multimorbidity remained in adjusted analyses. Adjusting for sociodemographics, women with MSD were more likely to have migraine headache and depressive, anxiety, and bipolar disorders. Women had lower odds of cardiovascular diseases, substance use disorders, and several MSDs, including back pain conditions. Men were more likely to report “no pain” on the pain intensity Numeric Rating Scale, whereas more women (41%) than men (34%) reported moderate to severe pain (Numeric Rating Scale 4+). Conclusions Because women veterans are more likely to have conditions such as fibromyalgia and mental health conditions, along with greater pain intensity in the setting of MSD, women-specific pain services may be needed.