The objectives of this study were to examine sex differences in depressive symptom patterns in 475 sib pairs with well-defined recurrent major depression and to test the hypotheses that (a) symptom patterns show higher intraclass correlations within same sex sib pairs versus mixed sex sib pairs; and (b) symptoms more associated with women, e.g. atypical depressive and anxiety symptoms, account for differences between male and female siblings within the same family. A total of 878 individuals, with a past history of at least two depressive episodes, were interviewed using the Schedules for Clinical Assessment in Neuropsychiatry interview and diagnosed according to DSM-IV using a computerized scoring program (CATEGO5). Intraclass correlations were compared between mixed and same sex sibs, and a conditional regression analysis in mixed sex sib pairs was performed to test whether specific symptoms account for differences between male and female siblings within the same family. Women showed a significantly earlier onset of depression compared with men (23.0 years, SD=10.6 versus 25.5, SD=12.5 years, P=0.0004), and a significantly greater frequency of several aspects of depressed mood was found in women compared with men, including atypical depressive features of fatiguability, appetite gain, weight gain and hypersomnia. Discordant sib-pair data analyses revealed five symptoms that accounted for the sex differences between siblings (P=.000035): phobia (exp(B)=2.04, P=0.017), hypersomnia (exp(B)=1.37, P=0.055), appetite loss (exp(B)=1.38, P=0.004) and appetite gain (exp(B)=2.19, P<0.001). Sex significantly modifies clinical features of depression and an earlier onset of depression and atypical depressive symptoms occur more frequently in women.