Financial inclusion plays a crucial role in enabling sustainable development, a key objective of the 2030 agenda, containing the 17 UN Sustainable Development Goals (SDGs). The digitisation of the financial system and the spread of digital financial services (DFS) are crucial in enhancing financial inclusion. A positive impact is emerging in improving the participation and involvement of female individuals in the financial system. Greater financial inclusion of women, leading them to greater financial independence and autonomy, makes the 2030 Agenda’s goal of gender equality (SDG 5) more easily achievable. The study investigates retail consumers’ financial behaviour through digital channels, studying its determinants. This study also aims to understand female digital financial behaviour and what skills and knowledge need to be improved to increase women’s participation in the digitisation of the financial system. This paper delves into the crucial relationship between individual differences in financial, digital, and cryptocurrency literacy and cognitive schema towards automated systems (PAS) and digital financial behaviour (DFB). DFB, the inclination of individuals to use digital channels for financial instruments and services, is a key focus. The findings underscore the significance of gender differences, with women showing a lower attitude toward active DFB than men. However, a higher level of financial literacy, digital literacy, knowledge of cryptocurrencies, and PAS are all found to be significant and positively related to active DFB. These new skills and their increased dissemination could be a game-changer, fostering greater participation of women in the digitisation of the financial system. Therefore, initiatives aimed at enhancing these skills that positively influence DFB would fortify financial inclusion and gender equality, thereby supporting the achievement of the 2030 Agenda for gender equality.