The role of anxiety disorders in the development of sex differences in
major depression is analyzed. Data come from a longitudinal epidemiol
ogic study of young adults in the Detroit, Michigan area. The Diagnost
ic Interview Schedule, revised according to DSM-III-R, was used at bas
eline to measure lifetime psychiatric disorders and at follow-up to me
asure psychiatric disorders during the 3.5-year interval since baselin
e assessment. Consistent with previous reports, the lifetime prevalenc
e of major depression was nearly two-fold higher in females than in ma
les. The sex difference was primarily in major depression comorbid wit
h anxiety disorders. Results from Cox-proportional hazards models, wit
h time-dependent covariates, showed that prior anxiety disorder increa
sed the risk for subsequent major depression in both sexes, with no ev
idence of an interaction, History of anxiety disorder, including numbe
r of prior anxiety disorders, accounted for a considerable part of the
observed sex difference in major depression. Controlling for prior an
xiety reduced by more than 50% the coefficient that estimates the asso
ciation between gender and major depression. The results suggest that
the higher occurrence of anxiety disorders in females than males begin
ning early in life might explain in large part the higher female risk
for major depression. They emphasize the need for further research on
sex differences in anxiety disorders.