More women are diagnosed with depression for a couple of reasons. First of all, it is more socially acceptable for women to discuss their feelings. This means that a woman may be more aware of her emotions and may also be more vocal about her unhappiness. Women are also more likely than men to seek help for mental problems. This leads to more women seeking psychiatric help and receiving a diagnosis.
It is not as socially acceptable for men to discuss their emotions. As a result, men are more likely to ignore their feelings and instead opt for a substance to relieve them of the sadness or unhappiness they are feeling. It also seems to be less socially acceptable for women to abuse substances, which may also contribute to the reason why more men experience substance abuse disorders than women.
Women are more likely to internalize their emotions. This results in depression and anxiety disorders. Instead of coping with their struggles, they are more likely to keep things to themselves.
Men are more likely to abuse substances because they are more likely to externalize their emotions. This means that they seek physical means of soothing, trying to solve their problems and sort through their emotional struggles with the assistance of something outside of them. This can result in physical aggression and impairment (leading to the use of substances).