The relationship between gender and health is complex. Although women live longer than men in almost every country throughout the world, women also tend to be sicker than men. While biological sex differences likely contribute to sex gaps in health, cross-national, historical, and life course variation suggest that social factors also play a role. This dissertation is composed of three chapters which examine social explanations for gender gaps in mortality and morbidity. The first chapter looks at the relationship between gender equality in the public sphere, and sex gaps in life expectancy throughout the world. I find that influence of gender equality on the sex gap in life expectancy depends on the level of economic development. The second chapter takes an historical perspective to examine the trend in the sex gap in depression in the United States between 1971 and 2008. In examining this trend, I find that the sex gap in depression has decreased over the past forty years, due to a decrease in depression among women that is primarily attributable to an increase in women's labor force participation and attachment. In the third chapter, I examine the relationship between gender, aging, and depression using longitudinal data for the population over age fifty in the United States. In doing so, I find that age does not increase depression until age 75, after which point depression increases for both sexes, but particularly for men, leading to a reversal in the sex gap in depression at the end of the lifespan. Furthermore, while the majority of the age effect on depression is explained by social and health changes, I conclude that there is a net effect of age per se on depression after age 75.