Sex differences in rates of depressive disorder have not been convincingly explained, and this reflects a more general failure of research to provide a comprehensive aetiological account of depression. The difference can be used as a probe for evaluating the research base of integrative models of depressive disorder (e.g. Akiskal & McKinney, 1975). It is particularly likely to be illuminating if the causes of the sex difference do not overlap completely the causes of depression itself. While there have been many reviews in the area (Weissman & Klerman, 1977; Kessler & McRae, 1981; Wolk & Weissman, 1995; Bebbington, 1996), this point has not been adequately expressed. Several lines of investigation are necessary for assessing the relative importance of social, psychological and biological influences: the epidemiological study of macrosocial variables and of age effects; temperament, personality, and attributional and coping styles; the experience of psychosocial adversity; and the possibility of increased susceptibility to some forms of stress in women. Both the tendency to affiliation and the requirement for social support may differ by sex. The particular strains of the roles available to women may increase their risk of depression. Possible genetic explanations of the sex difference are of special relevance because of their implications for biological differences. The latter can also be studied directly: hormonal theories in particular must be evaluated.