There is controversy regarding whether gender differences are smaller or larger in societies that promote gender equality highlighting the need for an integrated analysis. This review examines literature correlating, on a national level, gender differences in basic skills-mathematics, science (including attitudes and anxiety), and reading-as well as personality, to gender equality indicators. The aim is to assess the cross-national pattern of these differences when linked to measures of gender equality and explore new explanatory variables that can shed light on this linkage. The review was based on quantitative research relating country-level measures of gender differences to gender equality composite indices and specific indicators. The findings show that the mathematics gender gap from the PISA and TIMMS assessments, is not linked to composite indices and specific indicators, but gender differences are larger in gender-equal countries for reading, mathematics attitudes, and personality (Big Five, HEXACO, Basic Human Values, and Vocational Interests). Research on science and overall scores (mathematics, science, and reading considered together) is inconclusive. It is proposed that the paradox in reading results from the interrelation between basic skills and the attempt to increase girls' mathematics abilities both acting simultaneously while the paradox in mathematics attitudes might be explained by girls being less exposed to mathematics than boys. On the other hand, a more nuanced understanding of the gender equality paradox in personality is advanced, in which a gene-environment-cultural interplay accounts for the phenomenon. Challenges for future cross-national research are discussed.