One of the most consistent and robust findings in the literature on depression is that after early adolescence, females are approximately twice as likely to be depressed as males. This gender difference in rates of depression is not apparent among preadolescent children. Three main models have been proposed to account for the emergence of gender differences in depression. Model 1 posits that the risk factors associated with depression are the same for males and females and these risk factors become more prevalent in females at early adolescence. Model 2 proposes that the risk factors associated with depression are different for males and females and that only the risk factors associated with depression in females increase at early adolescence. Finally, model 3 proposes that the risk factors associated with depression are the same for males and females, however, preadolescent females are more likely to carry the risk factors associated with depression. It is not until these risk factors interact with the challenges of early adolescence that the gender difference in depression emerges. To date no studies have been conducted to specifically test each of these models, rather, researchers have focused on examining specific variables, thought to be associated with the emergence of gender differences in depression. In this thesis a detailed and critical examination of this research is conducted and each of the three models are evaluated to determine how well they account for the research findings. Definitional, conceptual and methodological issues confronting researchers in this area are also addressed and the epidemiological research on depression in children and adolescents is critically reviewed. It is concluded that model 3 provides a better account of the research to date and is a more fruitful theoretical framework for further investigation of the emergence of gender differences in the depression.