(1) Background: Myalgic Encephalomyelitis/Chronic Fatigue Syndrome (ME/CFS) is a syndrome that has fatigue as its major symptom. Evidence suggests that ozone is able to relieve ME/CFS-related fatigue in affected patients. (2) Objective: To evaluate whether differences exist between males and females in ozone therapy outputs in ME/CFS. (3) Methods: In total, 200 patients previously diagnosed with ME/CFS (mean age 33 ± 13 SD years) underwent treatment with oxygen–ozone autohemotherapy (O2-O3-AHT). Fatigue was investigated via an FSS 7-scoring questionnaire before and following 1 month after treatment. (4) Results: The Mann-Whitney test (MW test) assessed the significance of this difference (H = 13.8041, p = 0.0002), and female patients showed better outcomes than males. This difference was particularly striking in the youngest age cohort (14–29 years), and a KW test resulted in H = 7.1609, p = 0.007 for the Δ = 28.3% (males = 3.8, females = 5.3). (5) Conclusions: When treated with O2-O3-AHT, females respond better than males.