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Although women's representation in STEM fields and occupations has increased, science and math continue to be stereotyped as male domains. This paper links psychological and sociological explanations for gendered disparities in STEM by examining the relationship between the local "micro-situational" female learning environment and the gender gap in academic self-concept in math and science. We applied hybrid models to TIMSS 2015 data comprised of a pseudo-panel of repeated measures for individual student and peer achievement, academic self-concept, utility value, and interest-enjoyment value in math/science (at age 14). We analyzed data from three countries, including a subsample of students who were taught by the same teacher in both math and science, thus eliminating unobserved teacher heterogeneity. Results indicate that female peer climate in the classroom is important for understanding how girls' self-concept in math/science is formed, even though it was unrelated to the gender gap. [ABSTRACT FROM AUTHOR]