Entrepreneurship Education (EE) programs have grown rapidly within and across universities to provide students with the competencies necessary to handle the challenges of today’s labor market and society. There are numerous ways to teach EE, and recent literature has discovered that different teaching models actually lead to different impacts and outcomes. However, it is yet unclear how such differences are related to the individuals’ socio-demographic characteristics and how the social contexts in which students are embedded influence this relationship. This research contributes to the literature by investigating how the students’ gender and the gender of self-employed parents (where existing) affect the outcomes of EE. Using a sample of 366 Italian students from 42 different courses in 16 universities that attended EE courses and answered the Italian GUESSS 2018, we find that being woman tends to reduce learning in general and, surprisingly, in more practice-oriented teaching models; we also find that such pattern is inverted (i.e., being a woman tends to increase learning, especially from practice-oriented teaching models) when women have only a self-employed mother and not a self-employed father.