This study scrutinizes gender differences in adolescent problem behaviour and its potential determinants, simultaneously taking into account the individual and contextual level, including personality, family and country characteristics. Using the 2010 EU Kids Online Survey, we estimate multilevel models on 18,027 individuals from 24 European countries. In line with earlier research, we find that boys engage more in adolescent problem behaviour than girls. The gender gap is largely explained by personality traits, such as self-control. Whereas the influence of self-control does not differ between boys and girls, the association between conduct problems and problem behaviour is stronger for boys than for girls. Family factors are relevant but not gender specific in their impact on problem behaviour. European countries differ with respect to the gender gap in adolescent problem behaviour, which is partly explained by the societal level of gender inequality.