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Beginning in adolescence, females are at significantly higher risk for depression than males. Despite substantial efforts, gaps remain in our understanding of this disparity. This study tested whether gender differences in adolescent-onset depression arise because of female's greater exposure or sensitivity to violence.Data came from 5,692 participants in the National Comorbidity Survey Replication. Trained interviewers collected data about major depression and participants’ exposure to four types of interpersonal violence (physical abuse, sexual assault, rape, and witnessing violence) using a modified version of the Composite International Diagnostic Interview. We used discrete time survival analysis to investigate gender differences in the risk of adolescent onset depression.Of the entire sample, 5.7% met DSM-IV criteria for depression by age 18; 5.8% of the sample reported being physically abused, 11.7% sexually assaulted, 8.5% raped, and 13.2% witnessed violence by age 18. Females had 1.51 times higher odds of depression by age 18 than males. Exposure to all types of violence was associated with an increased odds of depression in both the past year and the years following exposure. Adjusting for exposure to violence partially attenuated the association between gender and depression, especially for sexual assault (odds ratio [OR] attenuated = 1.28; 15.23%) and rape (OR attenuated = 1.32; 12.59%). There was no evidence that females were more vulnerable to the effects of violence than males.Gender differences in depression are partly explained by females’ higher likelihood of experiencing interpersonal violence. Reducing exposure to sexual assault and rape could therefore mitigate gender differences in depression.