Depression is a common affective disorder and a major factor in the global burden of disease. There is a gender difference in the incidence of depression， and women are more likely to suffer from depression. Gender difference in depression may lead to individualized differences in treatment and intervention， but the mechanism of such differences has not yet been fully defined， and it may be caused by multiple factors. This paper will analyze the gender difference of depression from the perspectives of sex hormone， heredity， immunity and psychosocial factors， so as to further understand the pathogenesis and neuropathological basis of the gender difference of depression.