Data from the Canadian National Population Health Survey (1994-1995) were used to evaluate the associations between work stress and major depression (N = 7,344). Major depression was evaluated using the World Health Organization's Composite International Diagnostic Interview- Short Form. Work stress was measured by a 12-item scale in 6 dimensions. Significant associations between work stress and major depression were found. Gender may alter the type of work stress that is most strongly associated with major depression: psychological demands for men and physical demands for women. Some forms of work stress were more strongly associated with major depression in smokers than in nonsmokers.