Early sexual intercourse initiation has been associated with immediate and long-term risks, which makes the study of trends in sexual initiation an important topic for policy makers. This study investigated trends over time in reported sexual initiation among 15-year-olds across 33 countries between 2010-2018. In addition, we examined if there were cross-country differences in the gender gap in reported sexual initiation in 2018, and whether these could be attributed to gender inequality and gender role attitudes. To answer these questions, we combined individual-level data from the international Health Behaviour in School-aged Children study collected in 2010 (N = 57,656), 2014 (N = 56,745) and 2018 (N = 55,127) with country-level data on gender inequality and gender role attitudes. We found a decrease over time in early sexual initiation in most countries, but also cross-country differences in these trends. More boys than girls reported sexual initiation in 2018. This gender gap also varied across countries and slightly decreased over time. In countries with less progressive gender role attitudes and more gender inequality, fewer girls reported early sexual initiation, resulting in a larger gender gap in these countries. To conclude, policy makers, healthcare providers and educators should focus on changing stereotypical gender norms.