It has repeatedly been documented that there are cross-sectional gender differences in adolescents' science interest, and these differences are often considered the main factor behind the gap in enrolment rates in higher education STEM programmes. Based on expectancy-value theory and interest theory, this study models interest and tests how self-efficacy and utility value predict science interest among male and female adolescents based on the PISA 2015 data set for Denmark. The results suggest that self-efficacy and utility value had a large predictive effect on science interest for both males and females. Despite the frequently pointed out gender differences in science interest, the multi-group analysis results only show a significant difference between males and females in the path through utility value. These findings indicate that beliefs about the utility value of science are more important for female adolescents' development of an interest in science than for their male peers. This implies a need for strategies for enhancing students' perceptions of utility value in science education.