In recent years, the Gender Based Violence (GBV) has become an important issue in modern society and a central topic in different research areas due to its alarming spread. Several Natural Language Processing (NLP) studies, concerning Hate Speech directed against women, have focused on slurs or incel communities. The main contribution of our work is the creation of the first dataset on social media comments to GBV, in particular to a femicide event. Our dataset, named GBV-Maltesi, contains 2,934 YouTube comments annotated following a new schema that we developed in order to study GBV and misogyny with an intersectional approach. During the experimental phase, we trained models on different corpora for binary misogyny detection and found that datasets that mostly include explicit expressions of misogyny are an easier challenge, compared to more implicit forms of misogyny contained in GVB-Maltesi.