This article investigates the empirical basis for often-repeated arguments that gender differences in entrance into science, technology, engineering, and mathematics (STEM) majors are largely explained by disparities in prior achievement. Analyses use data from three national cohorts of college matriculates across three decades to consider differences across several indicators of high school math and science achievement at the mean and also at the top of the test distribution. Analyses also examine the different comparative advantages men and women enjoy in math/science versus English/reading. Regardless of how prior achievement is measured, very little of the strong and persistent gender gap in physical science and engineering majors over time is explained. Findings highlight the limitations of theories focusing on gender differences in skills and suggest directions for future research. (Contains 2 figures, 2 tables and 13 notes.)