To determine the etiology of self-reported depressive symptoms and their co-occurrence in the general population, multivariate genetic models were fitted to the responses of 771 female twin pairs (463 MZ, 308 DZ) to a 20-item epidemiological depression inventory (CES-D scale). A model which contained one common genetic factor, one shared environmental factor, and four unique environmental factors provided a useful account of symptom covariation. Under this model, the four non-shared environmental factors explained the largest proportion of variance in response to the CES-D scale, whereas a single common genetic factor explained substantially less of the variation in symptomatology. Consistent with previous findings (Kendler, Heath, Martin, & Eaves, Archives of General Psychiatry 43, 213-221, 1986) shared environmental influences were found to play a relatively minor role in the report of depressive symptoms. These results suggest that while genetic factors do contribute to the covariation among symptoms of depression, it is the largely non-shared environmental factors that account for the co-occurrence of symptoms in the general population.