An offhand hypothesis

There is a lot of research into the differences between men and women's mental health problems. In general, women tend to have more issues, and they tend more towards depression than men.

The array of theories I have seen explaining this is a fascinating study in itself. These authors assert women suffer more than men from depression, because "women ruminate more frequently than men, focusing repetitively on their negative emotions and problems rather than engaging in more active problem solving."

That's not an explanation. Those are effects, not causes.

A lot of is it estrogen. The presence of estrogen alters the function of many neurotransmitters. Here's a new study on the topic.

I would just like to add- this effect is amplified in society because women restrict their diets more often than men....