The effects of state-level women's status and autonomy on individual-level women's depressive symptoms were examined. We conducted a multi-level analysis of the 1991 longitudinal follow up of the 1988 National Maternal Infant Health Survey (NMIHS), with 7789 women nested within the fifty American states. State-level women's status was assessed by four composite indices measuring women's political participation, economic autonomy, employment & earnings, and reproductive rights. The main outcome measure was symptoms of depression (Center for Epidemiologic Studies Depression Scale, CES-D). The participants were a nationally representative stratified random sample of women in the USA aged between 17 and 40 years old who gave birth to live babies in 1988, were successfully contacted again in 1991 and provided complete information on depressive symptoms. Women who were younger, non-white, not currently married, less educated or had lower household income tended to report higher levels of depressive symptoms. Compared with states ranking low on the employment & earnings index, women residing in states that were high on the same index scored 0.85 points lower on the CES-D (p<0.01). Women who lived in states that were high on the economic autonomy index scored 0.83 points lower in depressive symptoms (p<0.01), compared with women who lived in states low on the same index. Finally, women who resided in states with high reproductive rights scored 0.62 points lower on the CES-D (p<0.05) compared with women who lived in states with lower reproductive rights. Gender inequality appears to contribute to depressive symptoms in women.