The recent increase of financial empowerment of women in Kenya and access to credit facilities has seen an increase in the number women appearing as shareholders in various companies listed in the Nairobi Securities Exchange. However, the Nairobi Securities Exchange is still dominated by male investors despite this increase of female investors appearing in the lists of shareholders. This study therefore examined the investment behavior of individual investors at the Nairobi Securities Exchange in Nairobi County, with focus being on the gender of the individual investor. The study analyzed the pre-investment behavior of male and female investors, strategies employed to reduce risk by male and female investors during investment behavior and post investment behavior of male and female investors at the N.S.E. The study employed a descriptive and exploratory research design. The target population of this study was individual investors at the Nairobi Securities Exchange in Nairobi County. A structured questionnaire was administered to 380 individual investors at the 20 brokerage firms registered by the Capital Markets Authority. Data analysis was conducted using SPSS (Statistical package for social sciences) to run descriptive and inferential statistical results. Central measure of tendency was used to measure strength of various investment behavior of male and female investors at the N.S.E. Findings will be presented using graphs and tables.