The UN Sustainable Development Goals (SDG) show how education is essential for creating values in students. In particular, SDG 4 (quality education) and SDG 5 (gender equality) indicate how co-education should be a sustainable benchmark. Co-educational methodologies have been studied for decades. Among them, cooperative learning is considered a valid technique for developing social relations and competences. This study aims to describe and characterize the gender differences between university students regarding their impressions and behaviors when working cooperatively. One hundred and seventy-seven university students (98 women and 79 men), from Physical Education and Primary Education degree courses, worked with Aronson’s Jigsaw technique. After its completion, they completed a questionnaire to analyze cooperative work in higher education (ACOES). The results are organized into seven dimensions. The main gender differences found show that women gave a higher evaluation to relating cooperative learning to future teaching roles (p = 0.017) and to understanding the need for cooperative tasks (p = 0.035). Additionally, female students prefer groups to be organized according to academic criteria and that they should remain stable throughout the academic period. Both genders value Aronson’s Jigsaw as a good method for developing social competences, although they are more neutral when considering it effective at improving academic performance. These findings help to generate a gender-cooperation profile that will enable future research to discuss results more accurately.