Diagnosis of a major depressive episode by the Diagnostic and Statistical Manual of Mental Disorders of the American Psychiatric Association requires 5 out of 9 symptoms to be present. Therefore, individuals may differ in the specific symptoms they experience and reach a diagnosis of depression via different pathways. It has been suggested that depressed women more often report symptoms of sleep disturbance, appetite or weight disturbance, fatigue, feelings of guilt/worthlessness and psychomotor retardation than depressed men. In the current study, we investigate whether depressed men and women differ in the symptoms they report. Two samples were selected from a sample of Dutch and Australian twins and siblings. First, Dutch and Australian unrelated depressed individuals were selected. Second, a matched epidemiological sample was created consisting of opposite-sex twin and sibling pairs in which both members were depressed. No sex differences in prevalence rates for symptoms were found, with the exception of decreased weight in women in the sample of unrelated individuals. In general, the similarities in symptoms seem to far outweigh the differences in symptoms between men and women. This signifies that men and women are alike in their symptom profiles for major depression and genes for depression are probably expressed in the same way in the two sexes.