Background. It is not known why the most common mental disorders (CMD), anxiety and depression, are more prevalent among women. This gradient has not been explained by differences in the number or type of social roles occupied by men and women. Given the dearth of longitudinal studies, these negative findings could reflect reverse causality, if men with CMD relinquish social roles more readily than women.

Methods. Cohort study using data from the first seven (annual) waves of the British Household Panel Survey. The prevalence of CMD was assessed using the General Health Questionnaire (GHQ), 12 months after ascertaining occupancy of five social roles. Of 12379 participants aged 16–70, 9947 completed the GHQ on at least two consecutive occasions, resulting in 44139 paired observations. Random effects models adjusted for the correlation of repeated measures and for baseline GHQ score.

Results. The odds ratio for the gender difference in the future prevalence of CMD (adjusted for baseline GHQ score) was 1·92 (95% CI 1·75–2·10). Neither the number or type of social roles occupied, nor socio-economic status explained the gender difference in these conditions (adjusted OR 1·82, 95% CI 1·66–1·99). While CMD at baseline was associated with a subsequent reduction in social role occupancy, this did not vary between men and women.

Conclusions. Gender differences in CMD were not explained by differences in the number or type of social roles occupied by men and women, or by reverse causality. Future studies should consider characteristics of social roles, such as demand, control and reward.