Most studies throughout the world have found that women report more psychological symptoms than men. Much less is known about possible variation between countries in the magnitude of these sex differences or the factors contributing to the increase of risk among women in countries with different levels of development. This study aimed to compare sex differences for common affective disorders (CAD) between Great Britain and Chile based on two large urban cross-sectional psychiatric household surveys that used similar methodology. Women in both countries reported more CAD than men but Chilean women had an increased risk in comparison to their British counterparts, a difference that became larger as symptom severity increased. Of all the main explanatory variables included in the analysis--education, employment status, children at home, marital status, and social support--the only statistically significant interaction that could account for this increased risk was education, with an increasingly larger risk for women with lower levels of educational attainments in Chile compared to Britain. Education is a powerful socio-economic indicator that is difficult to revert later in life, especially in countries where opportunities for women are less forthcoming, and it might act as powerful reminder of social entrapment.