The existing literature suggests that solo female travellers are susceptible to risk and the effect of risk might be felt strongly by Asian women due to the distinct gender norms. Considering the emergence of the Asian solo female travel market, this paper explores how Asian women perceive and interpret the risk of travelling alone. The lived experiences of Asian solo female travellers were collected using constructivist grounded theory. A poststructural feminist conception of power and agency was utilized in interpreting the gendered risk perception. The findings reveal that travelling alone is considered risky by both the actual travellers and Asian societies. All participants indicated sexual risk as their top concern, which strengthens the notion of the gendered and sexualized tourism space. This study also reveals the agency of women in resisting the gendered risk. Finally, the study indicates that an individual level of empowerment can lead to a micro level of social transformation.