Relying on Conservation of Resources theory and a sample of 23,439 workers in 26 countries, we develop and test a multilevel moderated mediation of the effects of perceived job autonomy on work–life balance, engagement, and turnover intentions, depending on employee gender and country‐level gender egalitarianism (GE), and indirectly through stress. We find that perceived job autonomy relates to these outcomes indirectly through stress such that these effects are stronger for women in lower GE countries compared with women in higher GE countries and are not significant for men. Practical implications for engaging and retaining global female talent are discussed.