This paper presents a newly collected database on industry wages. The underlying data are micro datasets collected through nationally representative household surveys which are mostly conducted by national statistical agencies. In comparison with wage measures based on macroeconomic data sources, we find that industry wages based on micro survey data are more reliable. Furthermore, data from nationally representative micro surveys are becoming increasingly available, thus allowing for better coverage, especially of low‐income countries. The database provides a reliable source of data for research on inter‐industry wage structures and gender wage differentials, across countries and over time. It may also serve as a basis for further research on the determinants and implications of inter‐industry and gender wage variations.