Forced intercourse is a high prevalence experience among US women, with high potential to produce subsequent major depressive episodes (MDE). However, the extent to which prior risk factors are associated with the timing of both sexual assault experiences and subsequent MDE onset is not known. The aim of this study was to document the associations between childhood depression, subsequent forced intercourse, and later MDE. We used retrospective information on childhood depression, forced intercourse, and MDE after forced intercourse from female respondents in the nationally representative 2017 US Panel Study of Income Dynamics-Transition to Adulthood Supplement (PSID-TAS, N = 1298, response rate: 87%). Multivariable logistic regression estimated these associations, controlling for age, race, poverty, religiosity, family history of depression, and adverse childhood experiences (such as parental physical abuse or parental violence). Women who experienced childhood depression (prevalence: 15%) had 2.57 times the odds of experiencing forced intercourse after depression onset, even after adjusting for these other risk factors. However, even though childhood depression is a powerful risk factor for later MDE, independent of that women who experienced forced intercourse had 2.28 times the odds of experiencing MDE after the occurrence of forced intercourse, adjusting for childhood depression and other risk factors. This study provided the first clear evidence for time-ordered associations between forced intercourse and subsequent MDE among women in the general population.