I experimentally investigate whether there is a gender difference in advice giving in a gender-neutral task with varying difficulty in which the incentives of the advisor and the decision maker are perfectly aligned. I find that women are more reluctant to give advice compared to men for difficult questions. The gender difference in advice giving cannot be explained by gender differences in performance. Self-confidence explains some of the gender gap, but not all. The gender gap disappears if advice becomes enforceable. I show that gender differences in propensity to take responsibility and rejection aversion are both consistent with the findings.