Background Patients with chronic kidney disease (CKD) are at a higher risk of major adverse cardiovascular events (MACE) compared to the general population, but gender differences in this risk, especially in older adults, are not fully known. We aim to identify gender differences in the risk of MACE in older European CKD patients, and explore factors which may explain these differences. Methods The European Quality study (EQUAL) is a prospective study on stage 4–5 CKD patients, ≥65 years old, not on dialysis, from Germany, Italy, the Netherlands, Poland, Sweden, and the UK. Cox regression and cumulative incidence competing risk curves were used to identify gender differences in MACE risks. Mediation analysis was used to identify variables which may explain risk differences between men and women. Results 417 men out of 1 134 (37%) and 185 women out of 602 women (31%) experienced at least one MACE, over a follow-up period of 5 years. Women had an 18% lower risk of first MACE compared to men (HR: 0.82; 95% CI: 0.69–0.97; p = 0.02), which was attenuated after adjusting for pre-existing cardiometabolic comorbidities and cardiovascular risk factors. There were no significant gender differences in the risk of recurrent MACE or fatal MACE. The risk difference in MACE by gender was larger in patients aged 65–75, compared to patients over 75. Conclusions In a cohort of older adults with advanced CKD, women had lower risks of MACE. These risk differences were partially explained by pre-existing cardiometabolic comorbidities and cardiovascular risk factors.