Gender equality is widely accepted as an important explanatory factor for the occurrence of intimate partner violence (IPV) against women. However, the relationship is not straightforward, as high country-level gender equality is not always associated with lower IPV prevalence. We apply 'multilevel analysis of individual heterogeneity and discriminatory accuracy' (MAIHDA) to (i) quantify the extent to which the country of residence determines individual risk of IPV and (ii) investigate the association between country-level gender equality and individual experience of IPV, and to which extent this association explains the observed between-country differences. Using data from the 2012 European Union Agency for Fundamental Rights survey on violence against women we applied MAIHDA to analyse experiences of physical and sexual IPV among 42 000 women living in the EU. We fitted three consecutive models, and calculated specific individual contextual effects (measures of association) as well as the general contextual effects (measures of variance) and the discriminatory accuracy (DA). Our findings show that the relationship between experiences of IPV and country-level gender equality is weak and heterogeneous. The general contextual effect is small and the DA is low, indicating that country boundaries are rather irrelevant for understanding the individual risk of IPV. Findings from the present study do not imply that that gender equality is unimportant in relation to IPV, but rather that information on country of residence or country-level gender equality does not discriminate very well with regards to individual experiences of IPV in cross-national comparisons.