This review provides a brief introduction to the research of empathy, focusing on the differences of genders and the reason why there are such differences. Empathy is defined as the propensity of “share and understand other’s feelings during interpersonal interaction”, which includes cognitive empathy and emotional empathy. Empathy has no gender differences in the preschool stage. During the stage of primary and secondary school, gender differences can be found. The gender differences of empathy are related to two main factors. One factor is the degree of physiological maturity. As we grow older, hormone are different between female and male. Female have more oxytocin, which is positive to emotional empathy. While male have more testosterone, which is negative related to cognitive empathy. Consequently, gender differences of empathy begin to appear. The other factor is the gender role. The orientation of woman’s gender role is focusing on others, which is directly related to empathy. However, the orientation of man’s gender role is focusing on justice and equity, which has no relation to empathy. After acquiring the gender role, man and woman have differences in empathy and especially in emotional empathy. Although much progress has been made in the field of differences of empathy development, much work should be done in the future. On the theory construction, we can try to distinguish empathy by the dimension of capacity and disposition. On the visual angle, we can study gender differences of empathy through the interaction of age, culture and gender. Lastly, we should empathize the influencing factors of empathy in our research.