Locus of control and the gender gap in mental health

•We examine if gender differences in locus of control (LoC) explain gender gaps in mental health.•We use longitudinal data from the Household, income and labour dynamics in Australia (HILDA) survey.•Gender differences in LoC is an important factor contributing to the gender gap in mental health.•Increase in internal LoC for females narrows the mental health gender gap.•We propose resilience education programs that teach positive control beliefs to children.