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This paper uses data from the Education Longitudinal Study, 2002 (ELS02) to examine gender and race/ethnic differences in high achieving students’ confidence in their math ability. Previous research indicates that cultural beliefs about gender lead girls to evaluate themselves as less competent at math than boys. We take an intersectional approach and examine differences in perceptions of math ability simultaneously across gender and race/ethnicity. Results demonstrate that a gender gap in math confidence exists even among high-achieving students, and that measures of achievement, such as GPA, affect girls’ confidence differently than boys. Furthermore, this “gender confidence gap” is wider for Asian Americans than others. We discuss the implications of these findings in the context of research on gender and race/ethnicity in STEM disciplines.