Depressive symptoms reflect depressed mood over a relatively short period of time and are measured using symptom checklists such as the SCL-90. There is some evidence that depressive symptoms are associated with major depression (MD), which is a clinically diagnosed psychiatric illness. Genetic studies of depressive symptomatology suggest a role for genetic factors as well as unique environmental influences. While epidemiological research suggests that depressive symptoms may be influenced by sex-specific factors, few genetically informative findings support this result entirely. We used data from male and female same-sex and opposite-sex twin pairs to assess the extent to which genetic, shared and unique environmental factors influence depressive symptoms. Furthermore, we tested for the presence of qualitative and quantitative sex differences in depressive symptoms. Our results suggest that similar to other studies, depressive symptomatology is moderately heritable (31%) with no evidence for shared environmental factors. Our best fitting model suggests that there are no qualitative or quantitative sex differences in depressive symptoms. Our analyses suggest that while there may be mean differences in the levels of depressive symptoms across sexes, the genetic and environmental factors that predispose males and females to depressive symptoms are not different.