The sex difference in depression is well documented in westernized, developed societies, although there has been little quantitative cross- cultural research on the topic. In this study, we use multilevel logit models to examine sex differences in depression across 29 countries using data from the World Values Survey. We find that in no country are males more likely to be depressed than females. We also find that while levels of depression are higher in low gender equity countries, the gender gap in depression is larger in high gender equity countries.