Major Depressive Disorder (MDD) is a highly prevalent, debilitating disorder. According to the World Health Organization, approximately 5% of adults suffer from depression worldwide and more women than men are affected. Yet, we have a very limited understanding of the pathogenesis of the disease, how sex and genetics influence the pathophenotype of MDD, and how they contribute to the responses to pharmacological treatment. This chapter addresses key theories about the etiology of depression, the variations in epidemiology and presentation, and the treatment options with respect to sex and gender. Additionally, we discuss the emerging wave of treatment modalities, diagnosis, and research focusing on MDD.