The purpose of the present study was to examine gender differences in the frequency of high-risk drinking situations and to investigate the extent to which depressive symptoms mediate the relationship. Participants were 143 outpatient alcohol treatment seekers. Each participant completed the Beck Depression Inventory-II and Inventory of Drug-Taking Situations (IDTS) at baseline prior to treatment. Multivariate analysis of variance was used to examine gender differences in drinking across eight categories of situations assessed on the IDTS. Mediational analyses tested whether gender differences on these IDTS subscales may be mediated by depressive symptoms. We found support for the hypothesis that women report drinking more than men in response to unpleasant emotions and conflict with others, and that these associations are significantly mediated by depression severity. The current findings have important implications for appropriate treatment for alcohol-dependent women. In particular, such treatment should include training in affect regulation and interpersonal skills, as well as treatment for depression, when appropriate.