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Women reliably perform worse than men on measures of spatial ability, particularly those involving mental rotation. At the same time, females also report higher levels of spatial anxiety than males. What remains unclear, however, is whether and in what ways gender differences in these cognitive and affective aspects of spatial processing may be interrelated. Here, we tested for robust gender differences across six different datasets in spatial ability and spatial anxiety (N = 1257, 830 females). Further, we tested for bidirectional mediation effects. We identified indirect relations between gender and spatial skills through spatial anxiety, as well as between gender and spatial anxiety through spatial skills. In the gender → spatial anxiety → spatial ability direction, spatial anxiety explained an average of 22.4% of gender differences in spatial ability. In the gender → spatial ability → spatial anxiety direction, spatial ability explained an average of 25.9% of gender differences in spatial anxiety. Broadly, these results support a strong relation between cognitive and affective factors when explaining gender differences in the spatial domain. However, the nature of this relation may be more complex than has been assumed in previous literature. On a practical level, the results of this study caution the development of interventions to address gender differences in spatial processing which focus primarily on either spatial anxiety or spatial ability until such further research can be conducted. Our results also speak to the need for future longitudinal work to determine the precise mechanisms linking cognitive and affective factors in spatial processing.