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There is a consensus in economics that a significant gender gap in competitiveness exists, which contributes to substantial gender difference in economic outcomes. Our study uses a controlled online experiment to explore a potential explanatory variable for gender gaps in tournament entry, namely, the gender difference in attribution of feedback. We find that, upon receiving negative feedback, women attribute it to lack of ability, regardless of what self-evaluation they hold initially. On the other hand, men blame bad luck for negative feedback that challenges their positive self-evaluation, and only blame their own ability if their self-evaluation was pessimistic in the first place. We also find that feedback eliminates the gender difference in tournament entry, confirming previous work. The elimination of the gap is mostly attributable to the fact that low-performing men are less likely to enter competition upon receiving feedback. Despite a substantial difference in attribution patterns, we cannot conclude, with our current data, whether feedback attribution is a major explanatory variable for the gender gap in competitiveness.