Response Style Theory [S. Nolen-Hoeksema (1987) “Sex Differences in Unipolar Depression: Evidence and Theory,” Psychological Bulletin, Vol. 101, pp. 259–282] suggests that, when depressed, women ruminate on their sad feelings while men distract themselves from theirs. We sought to examine this gender difference in more detail. In Study 1, 155 students provided stereotype ratings or self-reports of responses to depression. The stereotype ratings conformed precisely to Response Style Theory yet exaggerated self-reported gender differences, especially for men. In Study 2, 40 roommate pairs completed a similar set of ratings. Again, other-ratings conformed exactly to Response Style Theory's predictions while self-ratings showed a more moderated pattern. In both studies, women reported ruminating more than did men, yet men and women were equally likely to report distraction. We conclude by examining several hypotheses for the discrepancies between stereotypes and self-reports for men as well as the increased rates of rumination among women.