< 5 × 10−8) in females and one in males. In both males and females, genetic correlations were significant between the broad depression GWA and other psychopathologies; however, correlations with educational attainment and metabolic features, including body fat, waist circumference, waist-to-hip ratio, and triglycerides, were significant only in females. Gene-based analysis showed 147 genes significantly associated with broad depression in the total sample, 64 in the females and 53 in the males. Gene-based analysis revealed “Regulation of Gene Expression” as a common biological process but suggested sex-specific molecular mechanisms. Finally, sex-specific polygenic risk scores (PRSs) for broad depression outperformed total and the opposite sex PRSs in the prediction of broad major depressive disorder. These findings provide evidence for sex-dependent genetic pathways for clinical depression as well as for health conditions comorbid with depression.