The phenomenon of female preponderance in depression has been well-reported, which has been challenged by higher rates of suicide and addictive behaviors in males, and a longer life-span in females. We thus propose an alternative hypothesis "Gender differences in self-reporting symptom of depression," suggesting mild-moderate depression tends to be reported more often by females, and severe depression and suicide tend to be reported more often by males. Potential mechanisms that account for this difference may include three aspects: covariation between estrogen levels and the incidence peak of female depression, gender differences in coping style (e.g., comparative emotional inexpressiveness and non-help-seeking in males), and gender differences in symptom phenotypes (e.g., atypical symptoms in male depression). Our newly presented hypothesis implied the overlooked under-diagnosis and under-treatment of depression in males. For effective diagnoses and timely treatment of male depression, it is critical to incorporate symptoms of depression in males into the relevant diagnostic criteria, encourage males to express negative emotions, and increase awareness of suicidal behavior in males.