Empathy plays a central role in prosocial behavior and human cooperation. Very few twin researchers have investigated innate and environmental effects in adult empathy, and twin research on gender differences in these effects is sparse. The goal of this study was to examine innate and environmental influences on three components of an empathy scale frequently used with adults — the expression of cognitive (CE), emotional (EE), and social skills (SS) empathy — and to explore gender differences in the influences. Study participants were ~1,700 twins (18–65 years) enrolled in the Italian Twin Registry. Empathy was assessed with the Italian version of the Empathy Quotient (EQ), for which the three-factor structure (i.e., CE, EE, and SS) was confirmed. Twin correlations in monozygotic and dizygotic pairs, and males and females were estimated for the total EQ and subscale scores, and univariate genetic model fitting was carried out. Women's empathy (i.e., total EQ as well as CE and EE subdimensions) was predominantly driven by genetic factors and individual experiences, whereas for males, no genetic contribution or important shared and individual environmental effects emerged. Although of large magnitude, the gender differences did not reach statistical significance. Age did not moderate empathy heritability in adulthood. Only for the SS subscale were genetic and environmental proportions of variance similar for men and women. This study suggests possible gender-specific innate and environmental influences on empathy and its cognitive and emotional components that need to be confirmed in future studies.