The existing expatriation literature presents a conundrum regarding the experiences of female expatriates. On the one hand, female expatriates are often perceived as facing higher levels of discrimination from host country nationals. On the other hand, prior research suggests that female expatriates may be given higher status than other females in the host country and experience less discrimination in the host country. To gain a better understanding of these seemingly contradictory findings, we draw upon intersectionality theory to examine when and why self-initiated female expatriates are more likely to turnover as a result of discrimination they experienced. Utilizing two-wave, time-lagged data from 432 self-initiated expatriates (specifically, academics) in Asia (China, Japan, Singapore, and South Korea), our results reveal that being a self-initiated female expatriate and working with local supervisors place these individuals in a uniquely disadvantaged position. Specifically, cross-cultural adjustment mediates the positive relationship between experienced discrimination and actual turnover behavior. Being a female heightens the negative impact of discrimination experienced by these self-initiated expatriates on cross-cultural adjustment, as well as the subsequent effect of cross-cultural adjustment on actual turnover. The presence of a local supervisor further intensifies these negative interaction effects. Our findings support this theorization and advance the (self-initiated) expatriation literature significantly.