Background: Female gender is associated with high erythropoietin (EPO) resistance in end-stage renal disease. The aim of our study was to investigate the roles of age and menstrual status in this relationship. Methods: Cross-sectional analysis of registry data for 3,224 hemodialysis adults treated with EPO. Data collection included gender, age, weight, height, dialytic age, hemoglobin, EPO dose, and, for women with ages 25–44 only, also information on menstrual status and iron homeostasis. EPO resistance index (ERI) was calculated as EPO dose per kilogram BW/hemoglobin. Results: Men and women had not significantly different hemoglobin and significantly different EPO dose per kilogram weight (women vs. men, +18.2%, p < 0.001). Thus, ERI was higher in women than in men (+19.5%, p < 0.001). The gender-associated difference in ERI linearly decreased along age groups: +30.9% for ages 25–44, +23.2% for ages 45–64, and +14.2% for ages 65–84 (p < 0.05 for interaction between age and gender-associated difference in ERI). Within the subgroup of women with ages 25–44, women with menses in comparison to women without had 44.6% higher ERI (p < 0.01) due to combination of lower hemoglobin (p < 0.05) with higher EPO dose (p < 0.001). Women with menses had also lower serum iron, transferrin saturation, and serum ferritin (p < 0.001). Conclusion: The gender-associated difference in ERI is lower with increasing patients’ age. The large difference between young men and women is due to women with menses who have iron deficiency more frequently than women without periods.