The COVID-19 pandemic was a once-in-100 year event that presented significant leadership challenges for leaders across the world including effective crisis leadership. In this chapter we critique crisis leadership utilizing a paradox theory lens, and unpack whether embracing paradoxical thinking provides clues to why some leaders were more successful than others in responding to the COVID-19 pandemic. Specifically, it appears that female political leaders such as Angela Merkel and Jacinda Ardern were far more successful than many male political leaders such as Boris Johnson and Donald Trump in adapting to the challenges presented by the pandemic. We apply the concept of the paradox mindset to illustrate how female political leaders leaned into COVID-19 paradoxes and improvised solutions where many male political leaders faltered. We consider whether paradoxical leadership and a paradox mindset represents one small step, or one giant leap in understanding what it means to lead and be a leader, especially in times of crisis. We generate several general insights that are useful in the context of major crises and consider the potential for incorporating paradox mindset as instrumental to not solving paradox tensions but rather, leaning into paradoxes in order to successfully navigate through them.