We investigate the role of gender, family SES, school SES, and their intersection in educational achievement using a twin design. Drawing on theories of gene-environment interaction, we test whether high-SES environments compensate genetic risks or enhance genetic potential, and its dependency on gender. Using data on 37,000 Danish twin and sibling pairs from population-wide administrative registers, we report three main findings. First, for family SES, but not for school SES, we find that genetic influences play a slightly smaller role in high-SES environments. Second, this relationship is moderated by child gender: in high-SES families, the genetic influence is considerably lower for boys than for girls. Third, the moderating effect of family SES for boys is almost entirely driven by children attending low-SES schools. Our findings thus point to significant heterogeneity in gene-environment interactions, highlighting the importance of considering the multiplicity of social contexts.