Previous economic downturns such as the 2008–09 Global Financial Crisis disproportionately affected male employment due to greater contractions in industries typically filled by men (e.g., manufacturing). However, after the imposition of the ‘hard’ COVID-19 lockdown between 2020 quarter 1 and 2 in South Africa, both men and women lost about a million jobs. We show a higher ratio of female-to-male job loss in the 2020 recession compared to 2008–09 is partly explained by South African women’s clustering in occupations high in physical proximity (e.g., services). South African labour market data are combined with occupational work context data from O*NET to show that employment change between 2020 quarter 1 and 2 (but not 2008 and 2009) is well explained by factors specific to COVID-19 social distancing protocols. Occupations higher in physical proximity, difficult to perform from home, or deemed non-essential by government were most likely to shed jobs.