In a community sample of 1498 urban adults (18-64 years) interviewed in their homes with the Diagnostic Interview Schedule (DIS), the 6-month and lifetime prevalence of major depression was higher in females than males. However, in the most recent birth cohort young men had a higher 6-month prevalence of depression. Survival analysis of the cumulative lifetime risk for major depression demonstrated a significant trend in both sexes for depression to be increasing in prevalence, and for it to be occurring at an earlier age. Thus New Zealand, like other countries, may be entering an age of melancholy.