Studies using identical measures have identified different levels of depression in different countries or cultures. Until now, however, explanations for such differences, other than methodological ones, have not been empirically addressed. It was hypothesized and found that soft or feminine nations in which both women and men are offered equal opportunities for the fulfillment of multiple social roles that are associated with good self-rated health would score significantly lower on national depression levels than tough or masculine societies in which such opportunities exist to a clearly lesser extent. Analyses of data collected in 14 nations in Europe (total N>5000) demonstrated that higher scores on Hofstede's national masculinity index and lower ones on national wealth were independent predictors of higher national depression levels. National trait neuroticism did not mediate the relationship between national masculinity and national depression levels.