Background. A portion of the genetic risk factors for the personality trait neuroticism (N) may also increase risk for major depression (MD). Females have both higher levels of N and higher rates of MD than males, suggesting that these traits may be more genetically correlated in females.

Methods. Structured interviews, including a lifetime assessment for MD by DSM-III-R criteria, were administered to 863 male–male MZ (monozygotic), 649 male–male DZ (dizygotic), 506 female–female MZ, 345 female–female DZ, and 1408 opposite-sex twin pairs. N was assessed using the short-form of the Eysenck Personality Questionnaire. A sex-limited Cholesky model was fitted which allowed us to decompose into additive genetic, common environmental, and individual-specific environmental components two main classes of correlations: within-sex between-variable and between-sex within-variable.

Results. Our best-fitting model contained only additive genetic and individual-specific environmental factors for both N and MD. The within-sex genetic correlations between N and MD were estimated at +0·68 in men and +0·49 in women. This model fitted only slightly better than one in which the N–MD within-sex genetic correlation was constrained to be equal across the sexes, and estimated at +0·55. There may be sex-specific genes influencing both N and MD.

Conclusion. Our best-fitting model failed to establish a significant sex difference in the genetic correlation between N and MD. These results, as well as evidence for sex-specific genetic factors for both traits, have implications for the diagnosis, classification, and treatment of the affective disorders, and molecular genetic approaches to the study of these traits.