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In 2001, the gender-related wage gap for full-time workers in the European Union was between 6% and 21% (European Community Household Panel—ECHP). This is at the core of inequalities between men and women in the labor market. Using recent data from a research program on this wage gap, we show that the strong impact of sectoral and occupational factors in explaining this gap is not due mainly to differences between men and women in employment. We also show that testing job-sharing theory yields different results for men and women and that the particularities of industrial relations strongly contribute to explaining the size of the wage gap as well as national differences within it. The paper also stresses the fact that mainstream economic theory remains unable to explain what is usually called the “explained” part of the gender-related wage gap as well as the unexplained part.