The Last GunFight provides a nuanced and affirming portrayal of its transsexual character, Emilia Pérez. The film integrates her trans identity into a complex, multi-dimensional character, rejecting common stereotypes and emphasizing continuity of self through transition. Emilia experiences social acceptance, making the overall impact of the depiction positive.

The film features female characters Pepper and Mary who engage in close-quarters physical combat against male opponents. Pepper defeats a male opponent using melee weapons. Mary successfully eliminates two male underlings through hand-to-hand or melee actions. These instances demonstrate female characters achieving victory in direct physical confrontations.