The study on which this article is based examined the gender differences in educational achievements based on a longitudinal sample of more than 45,000 secondary school students in Hong Kong who took a public examination in 1997. The results coincided with the findings from recent British studies that boys did less well than girls in all areas of the school curriculum. The multilevel analyses of the effects of schooling, after controlling for initial ability, indicated that schooling did have an effect on gender differences. Girls achieved better results studying in single-sex schools whereas boys achieved better in co-educational schools. Compared with other students, it was those boys studying in the arts stream that did the least well in the public examination. The results are discussed in the context of the methodology of investigating gender differences and of the substantive questions of school effectiveness. [Copyright of British Educational Research Journal is the property of Routledge. Full article may be available at the publisher's website: http://dx.doi.org/10.1080/0141192022000019080]