<p>Using data from the European Social Survey we find that women overestimate significantly domestic unemployment after controlling for all relevant concurring factors. We also show that our findings are robust across age, income, and education subsamples, and in different countries and ESS waves. The gender bias is not accounted for by discrimination or differences in expectations about future unemployment and persists when we assume that respondents have in mind their gender-specific unemployment rate. We provide evidence in favour of the affect intensity channel showing that women report significantly higher values for affect intensity proxies and that subgroups with higher predicted affect intensity have significantly higher unemployment misperception.</p>