This is a hot topic at the moment, so I've taken an explanation from the WHO:
Gender refers to the socially constructed characteristics of women/girls and men/boys; this includes the norms, behaviors, and roles associated with each and the relationships between them. Gender varies from society to society and can change over time.
Gender interacts with but is different from sex, which refers specifically to the biological and physiological characteristics of females, males, and intersex people. Gender and sex are related to but different from gender identity.
Gender identity refers to a person's deeply felt, internal and individual experience of gender, which may or may not correspond to the person's physiology or designated sex at birth.