Our research fills a critical gap in the depression literature by utilizing a life course perspective to examine gender–gene interactions in association with depression trajectories over time. Using data from the Health and Retirement Study, we estimated multi-level negative binomial and logistic mixed models to analyze gender-specific trajectories of depressive symptoms (CESD-8) and potential clinical depression risk from middle to late adulthood in relation to gender-by-polygenic-risk (PRS) interactions. We found increasingly greater female-male gaps in the CESD-8 scale and a higher probability of clinical depression risk with increasing polygenic risk scores. Furthermore, females’ higher genetic vulnerabilities to depressive conditions than males vary from ages 51 to 90 years, with most salient larger differences at oldest old ages at 76–85 (e.g. 0.28 higher CESD-8 scale for females at ages 76–85 years than for similar-aged males; higher 3.44% probability of depression risk for females at ages 81–85 compared to similar-aged males) followed by old ages at 61–70 years (e.g. about 2.40% higher probability of depression risk for females at ages 61–70 years than for similar-aged males) in comparison to younger ages during middle adulthood. This study contributes to new knowledge of how gender-by-polygenic-risk interactions are associated with depression trajectories across the life course.