Parents in several cultures discipline their daughters to inculcate the supposedly feminine virtues and improve their prospects in the marriage market. This process invariably involves imposing restrictions on their behavior, movement, and social relations. We refer to such practices as pre-marital confinement and provide a unified game-theoretic framework which encompasses the different arguments that have been advanced by social scientists to explain pre-marital confinement. The proposed framework views confinement by parents as an intrinsically valueless or valuable signal of some unobservable characteristic of their daughters which is valued by men in the marriage market. We focus on identifying the conditions that lead to a societal norm of confinement. We also show that, behind a veil of ignorance where gender is unknown, agents will choose to prohibit rather than permit confinement if it is intrinsically valueless and the parameters characterizing the society are such that the ex-post equilibrium would involve pooling.