In large-scale assessments, performance differences across different groups are regularly found. These group differences (e.g., gender differences) are often relevant for educational policy decisions and measures. However, the formation of these group differences usually remains unclear. We propose an approach for investigating this formation by considering behavioral process measures as mediating variables between group membership and performance on the 2012 Programme for International Student Assessment complex problem solving (CPS) items. We found that across all investigated countries interactive behavior can fully explain gender differences in CPS, but cannot explain differences between students with and without a migration background. However, in some countries these results differ from the cross-country results. Our results indicate that process measures derived from log data are useful for further investigating and explaining performance differences between girls and boys and students with and without migration background. Educational Impact and Implications Statement The study suggests that the higher performance of boys compared to girls in complex problem solving seems to stem from gender-specific interaction with the problem space, while performance differences by migration status cannot be explained by behavioral differences. Specifically, the amount of exploration behavior seems to have a huge impact on complex problem solving performance. The study demonstrates how the formation of performance differences between different groups of students can be explained.