Lead investigator Isis Settles of Michigan State University and colleagues examined surveys of more than 6,000 women and men serving in all five branches of the U.S. military.
Settles said sexual harassment was a problem for both sexes -- more than 50 percent of women and nearly 20 percent of men -- reported at least one incident of sexual harassment during a 12-month period.
"When women view sexual harassment as bothersome, it doesn't seem to be associated with distress," Settles said in a statement. "In some ways this suggests that sexual harassment is such a widespread problem that women have figured out ways to deal with it so it doesn't interfere with their psychological well-being."
The study, published in the journal Social Psychological and Personality Science, found sexual harassment was distressing for women when they saw it as frightening but not when they saw it as bothersome.
"We were surprised by this finding," Settles said. "We thought women would be negatively impacted if they saw their harassment as frightening or bothersome."
Sexual harassment was distressing for men when they saw it as either frightening or bothersome, Settles said.
"People tend to underestimate the impact of sexual harassment on men," Settles said.
Men "typically haven't had a lifetime of experiences dealing with sexual harassment and may not know how to deal with it when it happens to them."