The role of gender in career mobility is a major practical and scholarly concern. Drawing on boundaryless career literature and social role theory, we examined whether gender influences employees’ psychological mobility, whether this influence varies depending on the nature of career boundaries (the boundaries of job, organisation and industry) and whether it is contingent on organisational or occupational characteristics. We conducted cross‐classified multilevel analyses on 3,527 Australian employees nested within 725organisations and 43 occupations. The results suggest that females show higher mobility preferences than males when it comes to crossing industries but not changing organisations or jobs. However, their preference for crossing career boundaries is significantly reduced when their organisation has a strong presence of female leadership. We also find that in female‐dominated occupations, females show a higher cross‐organisational mobility preference than males, while in male‐dominated occupations, females show a lower cross‐organisational mobility preference.