Background/Aims: The reasons for lower health-related quality of life (HRQOL) scores in women compared to men on maintenance hemodialysis (MHD) are unknown. We investigated whether depression accounts for gender differences in HRQOL. Methods: Cross-sectional study of 868 (40.9% women) Brazilian MHD patients (PROHEMO Study). We used the Kidney Disease Quality of Life Short Form to assess HRQOL and the Center for Epidemiological Studies Depression (CES-D) scale (scores from 0–60) to assess depression with scores ≧18 indicating high depression probability. Results: Higher depression scores were associated with lower HRQOL in both sexes. Women had higher depression scores; 51.8% of women versus 38.2% of men (p < 0.001) had CES-D scores ≧18. Women scored lower on all 9 assessed HRQOL scales. The female-to-male differences in HRQOL were slightly reduced with inclusion of Kt/V and comorbidities in regression models. Substantial additional reductions in female-to-male differences in all HRQOL scales were observed after including depression scores in the models, by 50.9% for symptoms/problems related to renal failure, by 71.6% for mental health and by 87.1% for energy/vitality. Conclusions: Lower HRQOL among women was largely explained by depression symptoms. Results support greater emphasis on treating depression to improve HRQOL in MHD patients, particularly women.