Individuals' socio-emotional skills (SES), and their perceptions of their skill levels, matter for labor market outcomes and other welfare outcomes. Men appear to have higher levels of SES than women, but this gender gap is typically documented in self-reported measures. Few studies use measures beyond self-reports-or seek to measure SES granularly and rigorously in large samples, especially in low- and middle-income countries. This paper deploys novel sets of self-reported and behavioral measures of 14 SES in a sample of more than 4,000 male and female youth not in full-time education, employment or training, in urban and peri-urban Tanzania. The findings show that men score higher than women on all 12 positively-worded self-reported measures. In contrast, gender gaps in behavioral measures are only observed for a few skills, and are far smaller in magnitude. The paper provides suggestive evidence that this pattern reflects men's overestimation of their own skills, rather than women's underestimation. In particular, there is a larger gap between self-reported and behavioral measures among men. Men's self-reports, and the gap between their self-reported and behavioral measures, are strongly correlated with measures of their social desirability and gendered beliefs about abilities-but this does not hold for women.