In many Western countries, women are more likely to study abroad than men. At present, there is a lack of theory-guided empirical studies searching explanations for this pattern. We address this research gap by examining gender differences in study abroad intent among first-semester students in Germany. To derive a comprehensive theoretical framework, we draw on social role theory of sex differences, cognitive development theory, new home economics and statistical discrimination theory. Using data from the nationally representative 2010 DZHW School Leavers Survey, we test our hypotheses by estimating logistic regressions and non-linear effect decompositions. We find that women more often intend to study abroad primarily because of the gender-specific interest profiles they develop throughout their early life course: Related to their subject choice at school, women tend to acquire competences (e.g., language skills) that ease later stays abroad. To some extent, women's better educational performance during school also explains their better chances to study abroad. Once in higher education, women tend to choose fields of study in which studying abroad is considered more valuable for competence acquisition. Losing time due to studying abroad is less of an obstacle for women but--against theoretical expectations--not because of a lower labour market orientation. Finally, the expectation to interrupt the professional career for taking care of the family deters women--especially those from a low social background--from studying abroad, but not men. We do not find evidence that women understand studying abroad as a strategy to counteract this anticipated discrimination. Overall, our results underscore the particular importance of social role and cognitive development theory for explaining gender differences in the spatial mobility of students.