There is a male preponderance in gastric cancer (GC), which suggests a role of androgen and androgen receptor (AR). However, the mechanism of AR signaling in GC especially in female patients remains obscure. We sought to identify the AR signaling pathway that might be related to prognosis and examine the potential clinical utility of the AR antagonist for treatment. Deep learning and gene set enrichment analysis was used to identify potential critical factors associated with gender bias in GC (n = 1390). Gene expression profile analysis was performed to screen differentially expressed genes associated with AR expression in the Tianjin discovery set (n = 90) and TCGA validation set (n = 341). Predictors of survival were identified via lasso regression analyses and validated in the expanded Tianjin cohort (n = 373). In vitro and in vivo experiments were established to determine the drug effect. The GC gender bias was attributable to sex chromosome abnormalities and AR signaling dysregulation. The candidates for AR-related gene sets were screened, and AR combined with miR-125b was associated with poor prognosis, particularly among female patients. AR was confirmed to directly regulate miR-125b expression. AR-miR-125b signaling pathway inhibited apoptosis and promoted proliferation. AR antagonist, bicalutamide, exerted anti-tumor activities and induced apoptosis both in vitro and in vivo, using GC cell lines and female patient-derived xenograft (PDX) model. We have shed light on gender differences by revealing a hormone-regulated oncogenic signaling pathway in GC. Our preclinical studies suggest that AR is a potential therapeutic target for this deadly cancer type, especially in female patients.