Depressive disorders prevalence rates in women are approximately 1.7 times higher than those in men. This could be influenced, at least in part, by gender bias due to the differential functioning of certain items in measurement instruments, which occurs when women and men are assigned different scores despite having similar levels of the trait that is evaluated. Recent evidence on gender bias in instruments for measuring depression due to the differential functioning of items in eight frequently used instruments was reviewed. The comparative analysis of scores obtained identified 20 items featuring differential functioning and gender differences in other aspects related to depression measurement. Women scored higher on 15 items (13 in children and adolescents), while men scored higher on four items (three in children and adolescents), and lower on one item. Conclusion: six frequently used instruments evaluate depression differently depending on gender, presenting signs of bias that could explain the differences in depressive disorders prevalence rates.