There are two simple cases to consider: a virus that preys upon a characteristic present in only one gender, and a virus that is counteracted by a characteristic present in only one gender.
In the first case, you have viruses that target one specific gender by, for example, starting cancer in reproductive organs. HPV can lead to such cancer, but affects both genders. It's not hard to imagine a virus that only leads to cancer in one, however, maybe even a variant of HPV.
In the second case, you have viruses that are vulnerable to the defenses of only one gender. This article, for example, details differences in the immune responses of men and women. With a higher immune response, women can fight off certain diseases easier, but can be prone to autoimmune responses as a consequence.
If you're dreaming up the world, you get to set the exact mechanism by which the virus works, but these two avenues are where I'd start looking. It's a bit easier to explain a virus disproportionally affecting one gender than one only affecting one gender, but you could pull it off with a virus that triggers fast-spreading cancer that must start in reproductive organs, or maybe one that triggers an autoimmune response, in certain cases.