Women are more likely than men to experience depression throughout the life span. Sex differences in neurochemistry and brain structure, as well as societal factors may contribute to women’s increased likelihood of depression. Pharmacological research targeting depression has historically excluded women, leading to a knowledge gap regarding effective antidepressant treatment in women. Antidepressant pharmacokinetics and pharmacodynamics are clearly different in men and women, necessitating a thoughtful approach to their prescription and management. Hormone changes associated with the menstrual cycle, pregnancy, and menopause also contribute to differences in depression and effective antidepressant use in women. Finally, it is important to consider potential interactions between antidepressant drugs and medications specifically used by women (oral contraceptives, tamoxifen, and estrogen).