Feedback is considered a critical teaching function, and researchers in sport pedagogy have shown interest in verifying its importance in physical education. Many observational studies have found that boys receive more attention and feedback, particularly praise, criticism, and technical information, than girls. Nevertheless, little is known about students’ perceptions of teacher–student interactions. The aim of this study was to investigate whether students’ perceptions of teacher feedbacks are gender-differentiated in physical education, as well as to determine how perceived feedback is related to students’ perceptions of competence. French high school students (N = 450: 200 boys, 250 girls) completed questionnaires assessing their perceptions of their teachers’ feedback and their perceptions of competence. Results indicated gender differences in the set of variables. Furthermore, the influence of teacher feedback on girls’ perceptions of competence was strong, whereas little relationship was found for boys. These findings are then discussed in terms of teaching effectiveness.