There are two (main) classes of adjectives in Latin:
- Some adjectives use the first declension for feminines (ege.g. Romana, "Roman") and the second declension for masculines and neuters (ege.g. Romanus and Romanum). For adjectives like this masculine forms look different from feminine forms — with the exception of plural dative and ablative.
- Some adjectives use the third declension for all genders (ege.g. Mediolanensis/Mediolanensis/Mediolanense, "Milanese", for feminine/masculine/neuter). For these adjectives masculine and feminine forms look almost always the same. The only exception can be in the singular nominative, but only for some adjectives (ege.g. celeris/celer/celere, "fast", for feminine/masculine/neuter). For Mediolanensis there is no difference between feminine and masculine.
In short: Some adjectives look different in masculine and feminine, some don't.
This is also true in Romance languages. In Italian you have the two forms romana and romano ("Roman") for the two genders (Italian has no neuter) but milanese ("Milanese") is both feminine and masculine.