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This paper investigates how Amartya Sen's capability approach can be applied to conceptualize and assess gender inequality in Western societies. I first argue against the endorsement of a definitive list of capabilities and instead defend a procedural approach to the selection of capabilities by proposing five criteria. This procedural account is then used to generate a list of capabilities for conceptualizing gender inequality in Western societies. A survey of empirical studies shows that women are worse off than men on some dimensions, better off on a few others, and similarly placed on yet others, while for some dimensions the evaluation is unclear. I then outline why, for group inequalities, inequalities in achieved functionings can be taken to reflect inequalities in capabilities, and how an overall evaluation could be arrived at by weighting the different capabilities.