Selection bias is an educational and a social malady which is of concern to every educator especially educational administrator when allocating educational opportunities to learners based on previous performance. Bias in predicting who passes or who fails and hence in selection exists if the same prediction equation is used for different groups, for example, for both gender when in fact such prediction, given the tests involved, is different for male and female learners. As a check for this, there is always the need to perform differential prediction for the sexes. The purpose for this descriptive study is to investigate gender as a factor in the prediction of performance in BGCSE physical examination by coursework and forecast grades among secondary school students in Botswana. The sample composed of 2292 (1432 males and 860 females) students who, based on Botswana Examination Council (BEC) records, obtained grades in coursework, forecast and BGCSE physical education grades for 2005 through 2008. The Pearson correlation and regression analyses done using SPSS revealed that though coursework and forecast grades significantly predict the BGCSE grades in physical education among senior secondary school students in Botswana, based on each year's data, gender does not influence such prediction significantly, but for cumulative data across all the years it does.