Socio-emotional skills seem to have an important influence on the academic performance of students. This performance is usually higher in girls than in boys. Our aim was to determine which socio-emotional skills influence academic performance and whether gender is a variable that can explain these differences. The results indicated that the socio-emotional skills of adolescents were high, highlighting self-awareness, relationship management, and decision-making. The lowest scores were in social awareness and self-management. Girls obtained higher grades, and students with higher grades had a higher level of social-emotional skills, except in self-management, where there were no differences. Self-management was greater in boys and relationship management was greater in girls. Students who failed did not differ from those who obtained very high results, except in decision-making. Overall, decision-making appeared to be the most important variable in students’ academic performance. Therefore, it would be necessary to design strategies that promote this ability in students. Hence, the adoption of active and collaborative methodologies that facilitate the achievement of this goal is suggested.