The present study examined social, personal and demographic characteristics distinguishing women with vs. without depressive symptoms. Our sample was 1.068 women (mean age=33.5; SD=11.4 and range 18-65) living in the Canary Island. Bivariate and multivariate analysis using a variety of predictor variables including self-esteem, job satisfaction, stressful life events, Type A behavior, tolerance of ambiguity, emotion-control strategies, coping styles, social support, age, educational level, occupational status, and number of children. Discriminant function correctly classified 74.7% of the women with depressive symptoms as being characterised by lower self-esteem and social support, an emotional coping style in stressful situations, impulsivity, and with a higher hostility and competitivity, greater intolerance to change, and are persons who are more likely to mentally rehearse failures than women without depressive symptoms.