Using quantile-Copula approach to account for selective labor force participation, I examine the gender gap along the entire distribution of wages, over time (2007-2016) and among three European countries (Finland, France and United-Kingdom). With a participation variable reflecting features of these three welfare systems, I observe a slower and dissimilar convergence of wages once selection is accounted for. Comparison at the quantile level also highlights different patterns in the participation behavior of women impacting gender wage gap.