Our brains are neuroplastic; depression most often comes about as a result of chronic stress.
The discussion around differences in men and women is filled with landmines. Scientific literature has come to a consensus that our gendered brains fall on a spectrum, so while there are general differences in wiring, there are no specific structural differences. The science community uses the terms “systemizing” and “empathizing”. Men fall more toward the “systemizing” end of the spectrum and women toward the “empathy” end.
The empathising–systemising (E–S) theory is a theory originally put forward by English clinical psychologist Simon Baron-Cohen. It classifies individuals based on abilities in empathic thinking (E) and systematic thinking (S). It measures skills using an Empathy Quotient (EQ) and Systemising Quotient (SQ).
A systematizing brain generally looks at things in a more organizational and mechanical way. An empathizing brain generally looks through the lens of understanding, connecting, and sharing of emotions. Gender does not determine brain type. These are tricky waters to go into because stereotyping, sexism, and political stigma are very easily attached to these discussions.
So, do men and women experience depression differently? The occurrence of depression is equal, but the actual experience of depression is much different. Both require validation and acceptance for healing to begin.