There is a rich literature devoted to the role women play in ensuring the food security of the household and other household members. However, relatively little attention has been paid to their own food security situation. The challenge with investigating the food security of women is that most surveys collect food security data at the household level making inferences about individual-level food security difficult. Using a large international sample of individual-level data and the first global experiential measure of food insecurity, I show that women have a higher probability of being food insecure relative to men. The magnitude of the gender gap in food insecurity varies across regions and varies by the severity level of food insecurity. In the developed countries of the European Union, women are 4.7 percentage points more likely than men to experience some form of food insecurity. In the poor countries of South Asia and Sub-Saharan Africa, women are two percentage points more likely than men to be severely food insecure. Using a modification of the Blinder-Oaxaca decomposition technique, I find that gender differences in household income, educational attainment, and social networks explain the majority of the gender gap in food insecurity. However, in some regions, namely South Asia and Australia/New Zealand, gender differences in observable characteristics fail to account for gender differences in food insecurity. This analysis suggests that policies that address gender inequality in employment opportunities and educational attainment may also impact food insecurity.