Genetic factors can interact with environmental factors to influence the vulnerability to major depression (MD) in subtle ways. I explore two such mechanisms: "genetic control of sensitivity to the environment," and "genetic control of exposure to the environment." "Genetic control of sensitivity to the environment" suggests that genes, in part, render individuals relatively vulnerable or relatively invulnerable to the pathogenic effects of environmental stress. In support of this hypothesis, evidence is presented that the depressogenic effect of stressful life events is substantially greater in those at high versus low genetic risk to the MD. "Genetic control of exposure to the environment" suggests that genetic factors influence the probability that individuals will select themselves into high vs. low risk environments. In support of this hypothesis, evidence from a population based twin study suggests that certain classes of stressful life events are modestly heritable. The genetic risk factors for MD in part express themselves by influencing the probability that individuals will experience stressful life events, particularly of an interpersonal nature.