The labor market performance of migrants relative to natives has been widely studied but its gender dimension has been relatively neglected. Our paper aims at revisiting labor market convergence between migrants and natives and examining this dimension in a comprehensive study of the EU-15 countries and Switzerland over the period 1999-2018. We measure convergence of labor market outcomes, such as employment probability, for male and female migrants to similar natives before and after the Great Recession and across countries of destination. Our results show that in most countries female migrants start with a larger employment gap but converge more rapidly than male migrants do. We also provide an overview of the correlation between potential factors such as economic conditions, labor market structures, institutions and attitudes towards migrants and women and employment convergence of male and female migrants. While we do not identify very significant correlations at the national level, we find a strong correlation between attitudes towards migrants and their employment convergence across sub-national regions.