Around the world, and in spite of their higher life expectancy, women tend to report worse health than men until old age. Explanations for this gender gap in self-perceived health may be different in China than in other countries due to the traditional phenomenon of son preference. We examine several possible reasons for the gap using the Chinese SAGE data. We first rule out differential reporting by gender as a possible explanation, exploiting information on anchoring vignettes in eight domains of health functioning. Decomposing the gap in general self-assessed health, we find that about 31% can be explained by socio-demographic factors, most of all by discrimination against women in education in the 20th century. A more complete specification including chronic conditions and health functioning fully explains the remainder of the gap (about 69%). Adding chronic conditions and health functioning also explains at least two thirds of the education contribution, suggesting how education may affect health. In particular, women's higher rates of arthritis, angina and eye diseases make the largest contributions to the gender health gap, by limiting mobility, increasing pain and discomfort, and causing sleep problems and a feeling of low energy.