This review explores the biological mechanisms underlying the higher risk of depression in women compared to men, focusing on sex differences in stress susceptibility. It highlights the role of inflammatory, hormonal, epigenetic, and social-environmental factors that contribute to this disparity. The Social Signal Transduction Theory of Depression is used as a framework to explain how stressors, particularly interpersonal ones, influence depression through biological and psychological pathways. Women are more susceptible to stress-related depression due to heightened inflammatory responses, hormonal influences, and social-environmental factors. Hormonal contraceptives may alter cortisol and inflammatory reactivity, increasing depression risk in women. Maternal depression and stressful family environments can also influence the risk of depression in female offspring. Additionally, epigenetic mechanisms, such as DNA methylation, may contribute to intergenerational transmission of depression risk. The review emphasizes the need for more research on sex differences in stress susceptibility and depression risk, particularly in biomedical studies. It calls for better understanding of the biological processes underlying these differences to develop targeted interventions and treatments for depression in women. The review also highlights the underrepresentation of women in stress and depression research and the need for more inclusive studies to address this gap. Overall, the findings suggest that biological, hormonal, and environmental factors interact to influence the risk of depression in women, and further research is needed to fully understand these mechanisms.This review explores the biological mechanisms underlying the higher risk of depression in women compared to men, focusing on sex differences in stress susceptibility. It highlights the role of inflammatory, hormonal, epigenetic, and social-environmental factors that contribute to this disparity. The Social Signal Transduction Theory of Depression is used as a framework to explain how stressors, particularly interpersonal ones, influence depression through biological and psychological pathways. Women are more susceptible to stress-related depression due to heightened inflammatory responses, hormonal influences, and social-environmental factors. Hormonal contraceptives may alter cortisol and inflammatory reactivity, increasing depression risk in women. Maternal depression and stressful family environments can also influence the risk of depression in female offspring. Additionally, epigenetic mechanisms, such as DNA methylation, may contribute to intergenerational transmission of depression risk. The review emphasizes the need for more research on sex differences in stress susceptibility and depression risk, particularly in biomedical studies. It calls for better understanding of the biological processes underlying these differences to develop targeted interventions and treatments for depression in women. The review also highlights the underrepresentation of women in stress and depression research and the need for more inclusive studies to address this gap. Overall, the findings suggest that biological, hormonal, and environmental factors interact to influence the risk of depression in women, and further research is needed to fully understand these mechanisms.