High sense of control is related to benefits in many aspects of life, and education is known to be strongly related to sense of control. In this article we explore why women tend to feel a lower sense of control than men, and why the sense of control tends to be lower among the elderly than among younger people. In particular we explore the role played by education in explaining age- and gender differences in sense of control. The analysis is based on data from the first wave of the Norwegian NorLAG study, with a representative sample of adults aged 40-79 in 30 municipalities. We find that education accounts for some of the age and gender differences in sense of control, but the mediating effects of education are rather modest. We find an increasing gender gap in sense of control with age, and this increasing gap is completely explained by differences in education. Gender differences in sense of control is explained completely by four factors, which are related to resources and power; physical health, education, living with a partner, and leadership experience. Age differences in sense of control are only partially explained. Education, physical health and employment status cuts the age effect on sense of control to half. The effect of education on sense of control is partly mediated through what we suggest are tangible benefits of education, namely health, employment, and leadership experience. Education also influences individuals through socialization mechanisms. We view agentive orientation as a psychological benefit of education, and measure this characteristic with Bem's (1981) sex-role scale on masculinity. Agentive orientation completely explains the remaining effect of education on sense of control.