Gender differences in depression are a complex issue with both artefactual and genuine determinants. The prevalence, incidence, and morbidity risk of depressive disorders are higher in females than in males, beginning at mid-puberty and persisting through adulthood. This review examines potential risk factors contributing to these gender differences, distinguishing between artefactual and genuine determinants. Artefactual determinants, such as arbitrary diagnostic criteria and gender-dimorphic symptom reporting, may contribute to the observed female preponderance. However, gender differences in depression are genuine, influenced by factors such as childhood adverse experiences, childhood and adolescent depression and anxiety disorders, sociocultural roles, and psychological attributes related to vulnerability and coping. While genetic and biological factors and poor social support have limited effects, they are not the primary drivers of gender differences. Explanatory factors include childhood adversity, prior depression and anxiety disorders, social roles and cultural norms, life events, vulnerability and coping styles, and social support. Childhood adversity, such as sexual abuse, may contribute to higher depression rates in females. Social roles and cultural norms, particularly in traditional societies, also play a role. Life events, especially those involving children, housing, or reproductive issues, may increase the risk of depression in females. Vulnerability and coping styles, including rumination and ineffective coping strategies, are more common in females. Social support does not significantly contribute to gender differences in depression. Genetic factors do not directly explain the increased risk in females, but may interact with environmental factors. Gonadal hormones and neurotransmitter systems also play a role, though their influence is complex. Overall, gender differences in depression are genuine and influenced by a combination of biological, psychological, and sociocultural factors. The integration of these factors into aetiological models remains incomplete.Gender differences in depression are a complex issue with both artefactual and genuine determinants. The prevalence, incidence, and morbidity risk of depressive disorders are higher in females than in males, beginning at mid-puberty and persisting through adulthood. This review examines potential risk factors contributing to these gender differences, distinguishing between artefactual and genuine determinants. Artefactual determinants, such as arbitrary diagnostic criteria and gender-dimorphic symptom reporting, may contribute to the observed female preponderance. However, gender differences in depression are genuine, influenced by factors such as childhood adverse experiences, childhood and adolescent depression and anxiety disorders, sociocultural roles, and psychological attributes related to vulnerability and coping. While genetic and biological factors and poor social support have limited effects, they are not the primary drivers of gender differences. Explanatory factors include childhood adversity, prior depression and anxiety disorders, social roles and cultural norms, life events, vulnerability and coping styles, and social support. Childhood adversity, such as sexual abuse, may contribute to higher depression rates in females. Social roles and cultural norms, particularly in traditional societies, also play a role. Life events, especially those involving children, housing, or reproductive issues, may increase the risk of depression in females. Vulnerability and coping styles, including rumination and ineffective coping strategies, are more common in females. Social support does not significantly contribute to gender differences in depression. Genetic factors do not directly explain the increased risk in females, but may interact with environmental factors. Gonadal hormones and neurotransmitter systems also play a role, though their influence is complex. Overall, gender differences in depression are genuine and influenced by a combination of biological, psychological, and sociocultural factors. The integration of these factors into aetiological models remains incomplete.