In Australia, the number of female graduates in some science, technology, engineering, and mathematics (STEM) disciplines is as low as 15%. Previous reviews exploring the issues affecting female undergraduate STEM students are primarily based in North America and there is yet to be an Australian focused review. This review identifies the factors contributing to the gendered experience of Australian undergraduate STEM students. A systematic review was conducted in November -- December 2018 using ERIC, PsycInfo, ProQuest and Scopus databases. From this review, 36 papers that focus on gender differences and university STEM students in Australia were identified. The Australian research suggests the most prominent issue for female STEM students is their lower self-efficacy. Gendered preferences for learning, gendered motivations to pursue STEM degrees, the masculine culture of these fields and gender differences in science identity were also themes identified through the review. This review indicates some gaps in the Australian literature, namely that identity, and other emotional factors, are understudied in the Australian context and an avenue for future research. The findings suggest that science educators should be aware of the gendered experiences of their students to ensure female persistence in university STEM degrees.