Objective: The sex-specific effect of depressive symptomatology on 10-year first and recurrent cardiovascular disease (CVD) events was evaluated. Methods: The Greek samples from ATTICA (2002-2012, n = 845 free-of-CVD subjects) and GREECS (2004-2014, n = 2,172 subjects with acute coronary syndrome (ACS)) prospective epidemiological studies with baseline psychological assessments were used for the first and the recurrent event, respectively. Depressive symptomatology was assessed at baseline, through Zung Self-Rating Depression Scale in the ATTICA study, and through the Center for Epidemiological Studies-Depression scale in the GREECS study. Results: ACS as well as free-of-CVD women scored significantly higher for depressive symptomatology. Men scored higher than women against first (19.7% vs. 11.7%) and subsequent CVD events (38.8% vs. 32.9%). In participants with depressive symptoms man-to-woman first and recurrent CVD event rate ratio was below 1, confirming that depressive women were more likely to have a CVD event than depressive men. Multiadjusted analysis revealed that depressive symptomatology had an independent aggravating effect on the first (hazard ratio (HR) = 2.72, 95% confidence interval (95% CI) 1.50, 9.12) and recurrent (HR = 1.31, 95% CI 1.01, 1.69) CVD events only in women. Mediation analysis in women revealed that 35% (23%, 44%) of excess first-CVD-event risk of depressive symptoms was attributed to conventional risk factors. The respective number for recurrent CVD events was 46% (23%, 53%); different patterns of ranking regarding the mediating effect corresponding to each adjustment factor were observed. Conclusions: The present work augments prior evidence that psychological stressors possess important drivers of CVD onset and progression mainly in women, while it gives rise to research toward unidentified paths behind this claim.