The article reviews the biological mechanisms underlying the higher risk of depression in females compared to males. It highlights sex differences in stress susceptibility as a key mechanism, focusing on inflammatory, hormonal, epigenomic, and social-environmental factors. The Social Signal Transduction Theory of Depression is used as a framework to explain how life stress, inflammation, and depression are interconnected in women. Research indicates that hormonal contraceptive use can alter cortisol and inflammatory reactivity to stress, potentially increasing depression risk in females. Additionally, mothers may transfer depression risk to their female offspring through stressful family environments, influencing stress generation and gene expression. The article emphasizes the need for more research to understand these mechanisms and improve the representation of females in biomedical research on stress and depression. It calls for empirical studies that address sex differences and their underlying biological processes to develop more effective and targeted treatments and interventions for depression.The article reviews the biological mechanisms underlying the higher risk of depression in females compared to males. It highlights sex differences in stress susceptibility as a key mechanism, focusing on inflammatory, hormonal, epigenomic, and social-environmental factors. The Social Signal Transduction Theory of Depression is used as a framework to explain how life stress, inflammation, and depression are interconnected in women. Research indicates that hormonal contraceptive use can alter cortisol and inflammatory reactivity to stress, potentially increasing depression risk in females. Additionally, mothers may transfer depression risk to their female offspring through stressful family environments, influencing stress generation and gene expression. The article emphasizes the need for more research to understand these mechanisms and improve the representation of females in biomedical research on stress and depression. It calls for empirical studies that address sex differences and their underlying biological processes to develop more effective and targeted treatments and interventions for depression.