Since the reform and opening up, the socioeconomic status of women in rural China has risen rapidly. However, unlike men, women have not been able to earn higher wages by “working in all directions”. Based on the interview data of 2064 migrant workers, this paper explores the nonlinear interaction of individual characteristics and urban geographic factors with gender differences in migrant workers’ wages with the help of random forest regression models. The results show the following: (1) migrant workers’ wages show obvious gender differences in different dimensions, but in general, men’s wages are higher than women’s wages; (2) there are also gender differences in the influencing factors of migrant workers’ wages. Work experience is more important for male migrant workers’ wages, age is more important for female migrant workers’ wages, and there is a variable effect of each factor on migrant workers’ wages. This paper is of great help in understanding the travel trajectories of migrant workers and gender differences in wages and holds reference value for guiding migrant workers in choosing jobs and places and increasing their income.