OBJECTIVE Some studies have suggested relationships between depression in probands and alcoholism in relatives. Other studies have not, but some of these have used inappropriate control groups or failed to divide probands by sex. METHODS The present study controlled for sex of probands and used several comparison groups to further explore the familial relationship between depression and alcoholism. Diagnoses for 723 directly interviewed relatives of 326 probands with primary unipolar depression were compared to diagnoses in 469 control subjects chosen by an acquaintanceship method to demographically resemble the relatives of affective disorder probands. Diagnoses in the uninterviewed relatives of both control and depressed subjects were used for comparisons as well. RESULTS Results indicated higher rates of alcoholism in the families of depressed women but not in the families of depressed men. CONCLUSIONS This familial association between alcoholism and depression may be the result of either genetic or environmental factors or an interaction between the two.