According to the 1994-95 National Population Health Survey, close to 6% of Canadians aged 18 and over had experienced a major depressive episode in the previous 12 months. Univariate analysis shows that the prevalence of depression was higher among women than among men, but tended to decline at older ages both sexes. The prevalence of depression was also related to a number of socioeconomic characteristics such as marital status, education, and household income, and to several measures of stress, psychological resources and social support. However, multivariate analysis shows that not all of these variables were significantly associated with the odds of experiencing depression. In some instances, factors that increased the risk differed for men and women. For both sexes, chronic strain, recent negative events, lack of closeness, and low self-esteem increased the odds of depression. Traumatic events in childhood or young adulthood and a low sense of mastery were associated with a higher risk of depression for women, but not men. For men, being single and having moderate self-esteem heightened the risk of depression. A substantial proportion of both men and women who had suffered depression reported using drugs. As well, a notable share of people who had been depressed sought professional health care for emotional or mental problems.