Artificial intelligence (AI) technologies have been applied in various medical domains to predict patient outcomes with high accuracy. As AI becomes more widely adopted, the problem of model bias is increasingly apparent. In this study, we investigate the model bias that can occur when training a model using datasets for only one particular gender and aim to present new insights into the bias issue. For the investigation, we considered an AI model that predicts severity at an early stage based on the medical records of coronavirus disease (COVID-19) patients. For 5,601 confirmed COVID-19 patients, we used 37 medical records, namely, basic patient information, physical index, initial examination findings, clinical findings, comorbidity diseases, and general blood test results at an early stage. To investigate the gender-based AI model bias, we trained and evaluated two separate models—one that was trained using only the male group, and the other using only the female group. When the model trained by the male-group data was applied to the female testing data, the overall accuracy decreased—sensitivity from 0.93 to 0.86, specificity from 0.92 to 0.86, accuracy from 0.92 to 0.86, balanced accuracy from 0.93 to 0.86, and area under the curve (AUC) from 0.97 to 0.94. Similarly, when the model trained by the female-group data was applied to the male testing data, once again, the overall accuracy decreased—sensitivity from 0.97 to 0.90, specificity from 0.96 to 0.91, accuracy from 0.96 to 0.91, balanced accuracy from 0.96 to 0.90, and AUC from 0.97 to 0.95. Furthermore, when we evaluated each gender-dependent model with the test data from the same gender used for training, the resultant accuracy was also lower than that from the unbiased model.