© 2015 Published by Elsevier B.V. Background Men are less likely to experience depression and both women and men who self-assess as high in traits associated with masculinity are less likely to experience depression. Recent theoretical developments stress that the context of gender construction varies by other aspects of social status such as education. Methods Data come from the National Longitudinal Study of Adolescent Health Wave III, romantic relationship sub-sample, a nationally representative sample of middle and high school students in the U.S. in 1997. Wave III data were collected in 2001-2002 when they are ages 18-26. A subsample of individuals who were or currently are in a romantic relationship (N=4302) were administered the Bem Sex Role Inventory (BSRI). Results We find that femininity, not masculinity, results in less depressive symptoms among women regardless of education. Femininity is associated with less depressive symptoms among college educated men, but masculinity is associated with less depressive symptoms among non-college educated men. Sex differences in the association between gender traits and depression symptoms are smaller among those who have attended college. Conclusions Results stress the importance of context for understanding the relationship between sex, gender, and depression. Individuals benefit more from both masculinity and femininity with increased education. Conversely, those with less education may be penalized for sex-gender incongruent traits in terms of mental health. Limitations These analyses are cross-sectional, making causal inference impossible. This sample is limited to young adults who were or had been in a romantic relationship at the time of the survey.