This paper deals with the gender gap phenomenon as displayed by Italian students participating in mathematical competitions--gifted students. In particular, the results obtained by the entire student population participating in district competitions from 2017 to 2020 were analysed. The combined analysis of the competition results and of the final questionnaire allowed us to highlight and deepen possible causes of the gender gap. It has been observed that girls underestimate themselves, sometimes giving up participating in competitions. Particularly, during the upper secondary school years, increasingly fewer girls choose to attend mathematical competitions. Analysing the results, although the percentage of correct answers between the two genders is fairly similar, the rate of girls who prefer not to answer to avoid mistakes is higher than that of boys.