"Gender role" is one of the fundamental terms in gender-related discussions. In recent decades the social scientists and in particular the feminists have investigated the formation of gender roles and as a result, several theories have been formed to explain this phenomenon. Having reviewed a set of most important micro and macro theories of gender roles, this article offers a multi-factor explanation in this regard, consistent with Islamic teachings. In this explanation, different biological, psychological and sociological factors have been accounted for, thus the contribution of each and the relations among them have been discussed. The most important conclusion of this discussion is to confirm the influence of natural sex differences on formation of gender roles while avoiding deterministic analysis of this hypothesis.