Four conceptual frameworks are presented for understanding the role of gender in the way men experience, express, and respond to depression. The sex differences framework is often limited by the absence of relevant theory to guide research. The masked depression framework assumes that depression in men can be hidden by substance abuse and other externalizing problems. The masculine depression framework assumes that gender norms affect the presentation of depression and create a phenotypic variant of the disorder. The gendered responding framework assumes that gender norms affect how different men respond to negative affect in general. Each framework is evaluated in light of relevant theory and empirical work, and recommendations are made for future research directions.