I experimentally investigate whether there is a gender difference in advice giving in a gender-neutral task with varying difficulty in which the incentives of the sender and the receiver are perfectly aligned. I find that women are more reluctant to give advice compared to men for difficult questions. The gender difference in advice giving cannot be explained by gender differences in performance. Self-confidence explains some of the gender gap, but not all. The gender gap disappears if advice becomes enforceable. Introducing a model of guilt and responsibility, I discuss possible underlying mechanisms that are consistent with the findings.