Depression is one of the most prevalent and debilitating diseases. In recent years there has been increased awareness of sex- and gender-specific issues in depression. This narrative review presents and discusses differences in prevalence, symptom profile, age at onset and course, comorbidity, biological and psychosocial factors, the impact of sexual stereotyping, help-seeking, emotion regulation and doctor-patient communication. Typically, women are diagnosed with depression twice as often as men, and their disease follows a more chronic course. Comorbid anxiety is more prevalent in women, whereas comorbid alcohol abuse is a major concern in men. Sucide rates for men are between three and five times higher compared with women. Although there are different symptom profiles in men and women, it is difficult to define a gender-specific symptom profile. Socially mediated gender roles have a significant impact on psychosocial factors associated with risk, sickness behavior and coping strategies. In general, too little attention has been paid to the definition and handling of depression and the gender-related requirements it makes on the healthcare system.