Immersive virtual training environments are used in various domains. In this work we focus on role-play training in virtual reality. In virtual role-play training conversations and interactions with virtual agents are often fundamental to the training. Therefore, the appearance and behavior of the agents plays an important role when designing role-play training. We focus on the gender appearance of agents, as gender is an important aspect for differentiation between characters. We conducted a study with 40 participants in which we investigated how agents gender appearance influences the perception of the agents´ personality traits and the self-perception of a participants’ assumed role in a training for social skills. This work contributes towards understanding the design-space of virtual agent design, virtual agent gender identity, and the design and development of immersive virtual reality role-play training.