What role does personality play in the pervasive gender gap in entrepreneurship across the globe? This two-study analysis focuses on self-employment in the working population and underlying gender differences in personality characteristics, thereby considering both single trait dimensions as well as a holistic, configural personality approach. Applying the five-factor model of personality, Study 1, our main study, investigates mediation models in the prediction of self-employment status utilizing self-reported personality data from large-scaled longitudinal datasets collected in the U.S., Germany, the U.K., and Australia (total N = 28,762). Study 2 analyzes (observer-rated) Big Five data collected in 51 cultures (total N = 12,156) to take a more global perspective and to explore the pancultural universality of gender differences in entrepreneurial personality characteristics. Across the four countries investigated in Study 1, none of the major five dimension of personality turned out as a consistent and robust mediator. In contrast, the holistic, configural approach yielded consistent and robust mediation results. Across the four countries, males scored higher on an entrepreneurship-prone personality profile, which in turn predicted self-employment status. These results suggest that gender differences in the intra-individual configuration of personality traits contribute to the gender gap in entrepreneurship across the globe. With the restriction of limited representativeness, the data from Study 2 suggest that the gender difference in the entrepreneurship-prone personality profile (males score higher) is widespread across many cultures, but may not exist in all. The results are discussed with an emphasis on implications for research and practice, which a particular focus on the need for more complex models that incorporate the role of personality.