With the ongoing changes in climate, household food insecurity is likely to be more widespread in most small-holder and subsistence farm households in sub-Saharan Africa. However, the existence and extent of gendered household food security—or lack thereof—remains unclear. This study extends existing knowledge by assessing gender inequality in household food (in) security among small-holder farm households in urban and rural areas of South Africa. In doing-so, we use the gender of the head of household and treatment effects framework. Our results show that male-headed households are more food secure compared to female-headed households, with the latter depending more on agriculture to increase household food levels. We further find that the household food security gap between male- and female-headed households is wider in rural than in urban areas, where rural male- and female-headed households are more likely to report chronic food insecurity, i.e., are more likely than their urban counterparts to experience hunger. Interestingly, the effects of climatic characteristics on household food security are more apparent in rural than in urban areas. Our findings suggest that household food security initiatives are likely to be more effective, in closing the gender gap in household food security, if aligned with policies on urban and rural agriculture and development.