Much research calls for an intersectional study of political behaviour. While we know about gender differences in political behaviour, research calls for studies on within-gender differences, for instance in ethnicity and religion. Conversely, most research on ethnic minorities’ political behaviour does not consider gender patterns. To address these gaps, using survey data that oversamples Muslim minorities, we analyse political attitudes and turnout rates of men and women of the ethnic majorities and Muslim minorities in France, the Netherlands and Germany. Building on the intersectionality literature, we theorize and test how the mechanisms of political socialisation, self-interest, and perceived discrimination differently affect men and women of the ethnic majority and Muslim minorities in their political attitudes and turnout rates. Most interestingly, we find that political socialisation (in terms of political interest and religion) and (material) self-interest constitute competing drivers of political behaviour for Muslim women. While Muslim women’s behaviour partly reflects lower political interest (compared to men) and higher religiosity and perceived discrimination (compared to the ethnic majority), it also partly reflects their material self-interest as women, resulting in different gender-ethnicity gaps for different political behaviour indicators. The study contributes to understanding political behaviour in increasingly diverse societies.