The aim of the present study was to identify volleyball skills that best discriminate between winning and losing in a set with the minimum score difference of men’s and women’s volleyball. The data have been collected for men from 140 and for women from 98 teams’ performances in all sets finished with 2 points difference between the top four teams in the final ranking during the men’s and women’s Greek Volleyball League for five seasons (2013–2014 until 2017–2018). The primary recorded and evaluated skills from 119 sets for men and women respectively are: 3422 and 2419 serves, 2916 and 2120 passes, 2566 and 1656 attacks after serve’s pass, 1518 and 1804 counter-attacks (after defense) and 1595 and 818 blocks. For the evaluation scale of each skill, a six-level ordinal scale was employed, with the value of “one” indicating a poorly executed skill and the value of “six” an excellent executed skill. The analysis revealed significant multivariate differences in gender and in the type of result and not in their interaction. A follow-up discriminant analysis showed that attack 1 is the most important performance indicator for male teams. Meanwhile, for female teams, the most important performance indicators are winning attack after serve’s pass but also counter-attack. The discriminant function classified correctly 67% and 58%, for men and women respectively, allowing space for further improving the critical performance indicators for both genders.