Although sexual fantasies are a central component of the human sexual experience, not many studies have addressed the question of its content and, when carried out, samples have been too small and young. At the same time, gender plays a vital role in determining the content of fantasies and shaping sexual experiences. The present study tries to tackle these questions by using the typology of sexual fantasies that divides them into exploratory, intimate, impersonal and sadomasochistic. We used an exploratory approach over a large sample of the general population (4683 participants), interpreting the frequencies of those contents by taking into account whether participants thought of, desired to realize or have effectively done them, as well as their gender. We found significant gender differences. Men tend to think and desire exploratory, intimate, and impersonal fantasies more frequently, but their actual engagement in these fantasies is less prevalent compared to women. In contrast, women show consistent frequencies across all three dimensions. An exception is seen in sadomasochistic fantasies, where women think and desire them more but engage in them less, while men show more consistent prevalence across all dimensions. Results are discussed in light of sex roles and social norms.