Past research has recognized culture and gender variation in the experience of emotion, yet this has not been examined on a level of effective connectivity. To determine culture and gender differences in effective connectivity during emotional experiences, we applied dynamic causal modeling (DCM) to electroencephalography (EEG) measures of brain activity obtained from Chinese and American participants while they watched emotion-evoking images. Relative to US participants, Chinese participants favored a model bearing a more integrated dorsolateral prefrontal cortex (dlPFC) during fear v. neutral experiences. Meanwhile, relative to males, females favored a model bearing a less integrated dlPFC during fear v. neutral experiences. A culture-gender interaction for winning models was also observed; only US participants showed an effect of gender, with US females favoring a model bearing a less integrated dlPFC compared to the other groups. These findings suggest that emotion and its neural correlates depend in part on the cultural background and gender of an individual. To our knowledge, this is also the first study to apply both DCM and EEG measures in examining culture-gender interaction and emotion.