For many years women tended to vote more conservative than men, but since the 1980s this gap has shifted direction: women in many countries are more likely than men to support left parties. The literature largely agrees on a set of political-economic factors explaining the change in women’s political orientation. In this article we demonstrate that these conventional factors fall short in explaining the gender vote gap. We highlight the importance of a religious cleavage in the party system across Western European countries, restricting the free flow of religious voters between left and right parties. Given that surveys show us a constantly higher degree of religiosity among women and a persistent impact of religion on vote choice, religion explains a substantial part of the temporal as well as cross-country variation in the transition from the more conservative to the more progressive voting behavior of women.