This paper studies differences across genders in the re-contesting decisions of politicians following electoral wins or defeats. Using a regression discontinuity design and mixed-gender French local elections, we show that women are equally or more prone to re-contest than male winners when they win, but are less likely to persist in competition when they lose compared to male runners-up. Differences in observable characteristics or in expected returns of running again cannot fully account for these gender gaps in persistence. In contrast, heterogeneity of the results across political ideology, age, experience and occupation suggests that behavioural explanations are at play. Additionally, we provide evidence that a woman's victory encourages former female challengers to re-contest but does not trigger the entry of more female candidates.