OBJECTIVE: Studies have shown area-level deprivation can increase the risk for mental disorders over and above individual-level circumstances, such as education and social class. The objective of this study is to determine whether area deprivation is associated with major depressive disorder (MDD) in British women and men separately while adjusting for individual-level factors. DESIGN: Large, population study. SETTING: UK population-based cohort. PARTICIPANTS: 30 445 people from the general population aged 40 years and older and living in England consented to participate at study baseline, and of these, over 20 000 participants completed a structured Health and Life Experiences Questionnaire used to capture MDD. Area deprivation was measured in 1991 using Census data, and current MDD was assessed in 1996-2000. 8236 men and 10 335 women had complete data on all covariates. PRIMARY OUTCOME MEASURE: MDD identified according to the Diagnostic and Statistical Manual of Mental Disorders, fourth edition (DSM-IV). RESULTS: In this study, 3.3% (339/10 335) of women and 2.1% (177/8236) of men had MDD. Men living in the most deprived areas were 51% more likely to have depression than those living in areas that were not deprived (OR=1.51, 95% CI 1.01 to 2.24; p=0.043), but the association between deprivation and MDD was not statistically significant in women (OR=1.24, 95% CI 0.93 to 1.65; p=0.143). CONCLUSION: This study shows that the residential environment differentially affects men and women, and this needs to be taken into account by mental health policy-makers. Knowing that men living in deprived conditions are at high risk for having depression helps inform targeted prevention and intervention programmes.