In many Chinese universities and colleges, female students outperform male students in social science subjects. This paper presents a case study, which examines gender difference in economic education in a Chinese university. We look at a sample of students from the Chinese university and find that holding constant observed student characteristics, female students on average appear to earn "higher" scores than male students and the gender difference is primarily driven by low achieving students. We further find that the gender difference in exam scores is not because of female students' ability, family background and other unobservable student characteristics. Instead, it is simply a result of female students exerting more effort than male students. We finally explore a wide range of possible explanations for the gender difference in diligence, but find little support for any of the explanations.