Continuous investments in human capital are crucial for workers productivity and labour market success, and female disadvantages in continuous training are discussed as being one reason for the persistent gender inequalities in the labour market. However, the existence of such gender training gap is not clearly supported by empirical literature. The aim of this study is to shed light on the determinants of the gender training gap and explain under which conditions a female training disadvantage occurs. Not only individual but also institutional determinants are assumed to have an impact on the gender training gap. Therefore, individual training data from the first wave of the Adult Education Survey covering 22 European countries are complemented by macro data referring to the labour market, the educational system and the support for women. The analyses reveal that while there is a training disadvantage for women without a university degree, women with university education are not disadvantaged. This indicates that empirical analyses that do not differentiate between women of different education may lead to biased conclusions concerning the training gap. Further, the analyses find that gender differences in training vary significantly across the analysed countries. For highly educated employees, the cross-national differences can be almost entirely explained by characteristics of the labour market (mean tenure and union density) and support for women (the provision of childcare and child benefits), while the initial vocational educational system explains part of the gender differences among lower educated employees.