In the current study, we sought to determine whether sex-linked dimensions of trait emotional intelligence (interpersonal vs intrapersonal dimensions) could account for the protective effects of sex-linked traits (masculinity, femininity) on stress. We also sought to determine whether the efficacy of characteristically masculine and feminine emotional competencies in the context of stress, might depend on whether someone is male or female. Participants were 206 white-collar workers who completed a range of questionnaires measuring masculinity, femininity, trait emotional intelligence and ongoing stress. Results demonstrated that across both men and women, masculinity and femininity protect from stress via wellbeing (a non-sex linked component of trait emotional intelligence). Results also demonstrated that, again for both men and women, masculinity protects from stress via self-control (a masculine dimension of trait emotional intelligence). More interestingly, results demonstrated that for women only, femininity protects from stress via the feminine dimension of trait emotional intelligence (emotionality). Emotionality was not found to be beneficial for feminine men in the context of stress. Results are explained in terms of established gender differences in emotional processing.