A social problem that has preoccupied sociologists of gender and mental health is the higher rate of depression found among women. Although a number of hypotheses about this health disparity between men and women have been advanced, none consider the importance of subjectively experienced anger. Drawing on theoretical and empirical insights from the sociology of emotion, we hypothesize that: (1. intense and persistent anger are associated with more symptoms of depression, and that (2. sex differences in the intensity and persistence of anger are involved in the sex difference in depressed affect. Analyses of data from the 1996 GSS Emotions Module provide support for these two hypotheses and strongly suggest that women's intense and persistent anger play a pivotal role in their high rate of depression. We discuss the extent to which sex differences in these emotions are a function of social factors, biological factors, or a complex interaction between them. We also comment on the implications of our findings for future theory and research on gender, emotion and mental health. (Contains 3 tables and 3 notes.)