Rates of depression are compared by sex in epidemiologic surveys conducted in the United States, Canada, Germany and New Zealand. These surveys used similar sampling and diagnostic techniques and the data were standardized to the age and sex distribution of the USA to facilitate comparisons. Data show that the rates of major depression and dysthymia are higher in females than in males and are approximately equal for bipolar disorder across all four countries. The mean age of onset of major depression did not differ by sex across the four countries. The rates of major depression for males seem to be rising and for females stabilizing for birth cohorts born after 1945 (World War II). New data from the National Comorbidity Survey which has younger birth cohorts can directly examine this issue.