This study aimed to determine whether men and women with depression differ in socio-demographic, treatment-related characteristics, and in their responses to treatment with antidepressants, as well as to explore differences in treatment outcomes by menopausal status. From a nationwide sample of 18 hospitals in South Korea, 723 depressive patients were recruited. After baseline evaluation, they received naturalistic clinician-determined antidepressant interventions. Assessment scales for evaluating depression (HAMD), anxiety (HAMA), global severity (CGI-s), and functioning (SOFAS) were administered at baseline and re-evaluated at 1, 2, 4, 8, and 12 weeks later. At baseline, women were older, less educated, less likely to be employed, had lower income, were more likely to be married, and had longer illness duration than men. There were no gender differences in the treatment-regime received. After adjustment for baseline status, women were more likely to achieve HAMD remission (OR = 1.51), HAMD response (OR = 1.64), and HAMA response (OR = 1.61). Women also experienced shorter times to HAMD response, HAMA response, and CGI-s remission. Postmenopausal women showed higher HAMA response with newer dual action antidepressants than premenopausal women. Women were found to have better outcomes following antidepressant treatment than men, and postmenopausal women had a better response on anxiety symptoms with newer dual action antidepressants.