Women in almost all modern populations live longer than men. Research to date provides evidence for both biological and behavioral factors modulating this gender gap, leaving open the question of what are its fundamental determinants. An unexplored source of information is when both men and women experience extremely high levels of mortality risk. Finding that women have longer life expectancy under very harsh conditions would support the hypothesis that fundamentally the survival advantage of women is biologically determined. In this study we investigate the survival of both sexes in 8 populations under high mortality from famines, epidemics and slavery. We find that women survived better than men. In all populations they had lower mortality across almost all ages and, with the exception of one slave population, they lived longer on average than males. Infant ages contributed the most to the gender gap in life expectancy, indicating that newborn girls were able to survive extreme mortality hazards better than newborn boys. Our results confirm the ubiquity of a female survival advantage, even when mortality is extraordinarily high, lending support to the hypothesis that the gender survival gap has deep biological roots.