This article reviews the description and possible explanations for the development of gender differences in depression in children and adolescents. The emerging gender difference (more girls depressed than boys) in depressed mood and depressive disorders appears after the age of 13 years or midpuberty. Currently, little evidence supports that biological factors are an explanation. Genetic factors are associated more strongly with depression among pubertal girls than boys. Regarding cognitive factors, ruminative response style, but not dysfunctional attitudes or attributional style, has been supported to be a possible explanation. Studies on childhood adversities and gender role have provided evidence explaining why more girls are depressed than boys. Girls are more likely to experience negative events in the family than boys, and these adversities are in turn associated with elevated depression. Girls identify more strongly with a feminine stereotype of needing to appear thin and consequently become more dissatisfied with their body shape and physical appearance, which in turn is associated with increased depression.