The effects of gender stereotype threat on mathematical test performance in the classroom have been extensively studied in several cultural contexts. Theory predicts that stereotype threat lowers girls’ performance on mathematics tests, while leaving boys’ math performance unaffected. We conducted a large-scale stereotype threat experiment in Dutch high schools (N = 2064) to study the generalizability of the effect. In this registered report, we set out to replicate the overall effect among female high school students and to study four core theoretical moderators, namely domain identification, gender identification, math anxiety, and test difficulty. Among the girls, we found neither an overall effect of stereotype threat on math performance, nor any moderated stereotype threat effects. Most variance in math performance was explained by gender, domain identification, and math identification. We discuss several theoretical and statistical explanations for these findings. Our results are limited to the studied population (i.e. Dutch high school students, age 13–14) and the studied domain (mathematics).