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Within political science, there have been lively debates about the sources of mass preferences on climate policy. One consistent finding is that women in advanced industrialized democracies tend to express more concern for climate change than do men. Yet we find little evidence that men and women hold different climate attitudes in poorer parts of the world. Indeed, the gender gap in climate attitudes is highly correlated with GDP: as countries become wealthier, men tend to express less concern than women about our changing climate. To explain this puzzle, we theorize that men and women internalize the costs to climate action differently along two dimensions: material costs v. psychological costs and personal costs v. socio-tropic costs. We marshal a considerable amount of evidence to test the implications of our theory. First, we examine existing cross-national survey data that collectively span over 100 countries. Second, we collect original survey data in seven counties in the Americas. Finally, we conduct extensive focus groups and a survey experiment in two cases: the U.S., where climate attitudes differ by gender, and Peru, where they do not. Our preliminary evidence suggests that as countries become wealthier, men tend to internalize greater psychological costs associated with climate action and are more protective of a particular way of life than are women.