We examine changes in higher education (HE) participation in the four major Nordic countries—Denmark, Norway, Finland, and Sweden—from 1985 to 2010, a period characterized by widespread expansion of HE. We set up a methodological framework suitable for making country comparisons, and we profit from having unique administrative data in all four countries. We ask (i) whether HE expansion in the Nordic countries has been followed by a similar closing of the social gap in HE participation, and (ii) whether privileged groups have been able to maintain their advantage in HE participation. The results did not reveal similar trends in decrease in HE inequality despite expansion in all four countries. While Finland and Norway display the most substantial drop in overall HE inequality, the decrease in Denmark is more modest; Sweden shows no signs of decreasing inequality as HE expands. In short, expansion does not seem to be a universal remedy for narrowing the social gap in HE participation in the Nordic countries. Examining upper tertiary education by field of study, we find great disparities in selectivity, but we also find that the vast majority of fields have moved towards more equalization. However, prestigious professional university programmes such as law and medicine continue to favour more socially privileged children, albeit the social gap is narrowed substantially in Finland and Norway. These two countries also display the most substantial decrease in overall HE inequality.