OBJECTIVES: Social factors associated with Major Depressive Disorder (MDD) were identified among gay men attending high HIV caseload general practices in Sydney and Adelaide. METHODS: Men who visited four participating practices were invited to self-complete a survey. A self-screening tool (PHQ-9), based on the Diagnostic and Statistical Manual of Mental Disorders, version four (DSM-IV), was used to measure depressive disorders. RESULTS: The rate of MDD (PHQ-9 score 10 or above) among the 195 HIV-positive gay men was significantly higher than that among the 314 non-HIV-positive gay men (31.8% vs 20.1%, p=0.002). Current MDD was independently associated with younger age, lower income, recent major adverse life events, adopting denial and isolation as coping strategies, less social support, less gay community involvement and recent sexual problems. HIV-status, however, was not independently associated with MDD. CONCLUSION: Socio-economic hardship, interpersonal isolation and personal withdrawal were significantly and independently associated with major depression in this population of gay men. Implications: The study provides further evidence of health inequity affecting gay men in Australia. Structural health promotion approaches focused on homophobia and discrimination, as well as community-engaged primary health care responses are called for to mitigate this inequity.