Existing data on the participation of women in mathematics and the natural sciences is scattered, outdated, and inconsistent across regions and research fields. The Global Survey of Physicists is already seven years old and needs to be repeated. The interdisciplinary and international project entitled "A Global Approach to the Gender Gap in Mathematical and Natural Sciences: How to Measure It, How to Reduce It?" seeks to address this situation. The project, which recently received one of the three-year grants awarded by the International Council of Science, will provide solid data and specify recommendations for the international community to uphold. In this article we describe the project, encouraging the physics community to participate actively in it.