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The Mathieu operator {equation*} L(y)=-y"+2a \cos{(2x)}y, \quad a\in ,;a\neq 0, {equation*} considered with periodic or anti-periodic boundary conditions has, close to for large enough , two periodic (if is even) or anti-periodic (if is odd) eigenvalues , . For fixed , we show that {equation*} \lambda_n^+ - \lambda_n^-= \pm \frac{8(a/4)^n}{[(n-1)!]^2} [1 - \frac{a^2}{4n^3}+ O (\frac{1}{n^4})], \quad n\rightarrow\infty. {equation*} This result extends the asymptotic formula of Harrell-Avron-Simon, by providing more asymptotic terms.

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