Background: There is some evidence that, in contrast to depressed women, depressed men tend to report alternative symptoms that are not listed as standard diagnostic criteria. This may possibly lead to an under- or misdiagnosis of depression in men. Aims: This study aims to clarify whether depressed men and women report different symptoms. Methods: This study used data from the 2007 Australian National Survey of Mental Health and Wellbeing that was collected using the World Health Organization's Composite International Diagnostic Interview. Participants with a diagnosis of a depressive disorder with 12-month symptoms (n = 663) were identified and included in this study. Differential item functioning (DIF) was used to test whether depressed men and women endorse different features associated with their condition. Results: Gender-related DIF was present for three symptoms associated with depression. Depressed women were more likely to report 'appetite/weight disturbance', whereas depressed men were more likely to report 'alcohol misuse' and 'substance misuse'. Conclusion: While the results may reflect a greater risk of co-occurring alcohol and substance misuse in men, inclusion of these features in assessments may improve the detection of depression in men, especially if standard depressive symptoms are under-reported.