The main purpose of this paper is to provide an in-depth analysis of participation in non-formal learning in different European Union member states. The paper also seeks to extend analysis of the training gap by pursuing the distinction between the supply and the demand for skills. We use aggregate data from the Adult Education Survey (Eurostat) carried out in different European countries between 2005 and 2008. Analysis indicated that inequality in participation reflects the distribution of occupations (or workplaces with different requirements) more than the available qualifications of the workforce. The analysis infers that in market-centred societies, the market's impact on participation in non-formal learning and inequality in participation is more important than the output of the education system. Our result confirms previous findings that innovation has a stronger impact on the non-formal learning participation of lower skilled workers, because workers with higher education levels have sufficient skills and do not need to be trained or re-trained to be able to manage innovations. (Contains 1 figure, 7 tables and 9 notes.)