It is known that the number of permutations in the symmetric group $S_{2n}$ with cycles of odd lengths only is equal to the number of permutations with cycles of even lengths only. We prove a refinement of this equality, involving descent sets: the number of permutations in $S_{2n}$ with a prescribed descent set and all cycles of odd lengths is equal to the number of permutations with the complementary descent set and all cycles of even lengths. There is also a variant for $S_{2n+1}$. The proof uses generating functions for character values and applies a new identity on higher Lie characters.