The risk-fear paradox, whereby people who experience the least criminal victimisation report the greatest fear of crime, has been established in the extant literature. That this paradox is gendered, notably that women report greater fear yet are less likely to experience crime, has also been consistently identified. However, there remains a largely unanswered call to explore further the distinctive experiences of women and men. There are likely to be substantial within-group differences as well as between-group differences in experiences of crime and reported fear of crime. For instance, women may experience fear differently by relationship type. Specifically, women in non-traditional families, notably same-sex couples and single, divorced and widowed women may be more fearful. Therefore, for women, the risk-fear paradox may not function equivalently across relationship types. What is more, the impact of experiencing crime may have broader effects on women’s well-being, with those in families with complex needs shouldering a greater burden. We apply 2012 European Social Survey data to investigate reports of experiencing crime, feeling unsafe and anxious and sleeping restlessly for a sample of European women (n = 28,768). Our results demonstrate that single, separated and divorced women are more likely to experience crime than married women. Divorced and widowed women, as well as those who experience crime, are more likely to report feeling unsafe. Single women, compared to married women, who experience crime are more likely to feel anxious and sleep restlessly. Our results indicate that crime has differential effects on women by relationship type particularly regarding well-being. These findings offer important nuance to the experiences of women.