Despite the fact that women face socially and politically sanctioned disadvantages every day, a large percentage of women and men report that gender discrimination is no longer a problem. Across three studies, which together include over 20,000 participants from 23 countries, we test the hypothesis that denial (vs. acknowledgement) of gender discrimination is associated with higher subjective well-being among women (Studies 1-3), and this is because denying gender discrimination promotes the view that the system is fair (Study 1). We further show that this happens above and beyond personal experiences with sexism (Study 1) and that the association is stronger in countries where sexism is relatively high (vs. low; Study 3). We argue that denial of discrimination is an individual-level coping mechanism and that, like other self-group distancing strategies, it may perpetuate gender inequality.