Increasingly, stress is recognized as a trigger of depressive episodes and recent evidence suggests a causal role of stress in the onset and progression of Alzheimer's disease (AD) pathology. Besides aging, sex is an important determinant of prevalence rates for both AD and mood disorders. In light of a recent meta-analysis indicating that depressed subjects have a higher likelihood of developing AD, a key message in this article will be that both depression and AD are stress-related disorders and may represent a continuum that should receive more attention in future neurobiological studies. Accordingly, this review considers some of the cellular mechanisms that may be involved in regulating this transition threshold. In addition, it highlights the importance of addressing the question of how aging and sex interplay with stress to influence mood and cognition, with a bias towards consideration of neuroplastic events in particular brain regions, as the basis of AD and depressive disorders.