We analyzed gender and anxiety differences in middle school students facing a physical peer aggression situation. The participants were 1147 adolescents aged between 12 and 18 years (male: n = 479; female: n = 668) who watched a 12 s animation representing the situation and filled out a questionnaire to analyze the legitimation of violent behaviors and anxiety levels. We registered their decisions to solve the situation using a categorical scale that included assertive, avoidant, aggressive, submissive, and supportive behaviors. Gender was not associated with the adolescent’s behaviors in facing a simulated peer aggression situation. However, male teenagers tended to perceive adults as sanctioners and neutrals; those who used the diffusion of responsibility and dehumanization to justify their behavior also showed a higher state of anxiety. Female teenagers who expected legitimation from their peers, presented higher anxiety as well. Educational interventions may use these results, helping adolescents to understand that their acts have substantial implications in the lives of others. It is essential to develop group interventions that modify how adolescents manage their conflicts and change gender stereotypes that significantly impact health. We highlight the need for linking families in educational programs facing the challenges of transforming the legitimization of violence in parental practices.