The objective of this study was to examine if social relationships have a differential association with the presence of depression in men and women aged 65 and over. Data came from a survey of a representative sample of 2670 community-dwelling older adults in Quebec. Depressive disorders were measured using DSM-IV criteria. The prevalence of depression was 17.8% for women and 7.6% for men. Men reported a greater diversity of ties but less support than women. Having a confidant and/or being engaged in a good marital relationship was negatively associated with depression in both men and women. Compared with married people in general, widowhood was associated with a considerably higher risk of depression in men than in women. Compared with non-volunteers in general, men who volunteer were at considerably lower risk of depression than women who volunteer. This exploratory study could serve as a basis for future longitudinal studies on the impact of community activities and volunteering on the incidence and remission of depression in older men and women in Canada.