When considering the bivariate associations, significant gender differences were observed at various ages; these gender effects were not observed in the multivariate analysis. Additionally, the associations between depressive symptoms and all three substance use behaviors were somewhat attenuated in the multivariate analyses, particularly during adolescence. One potential explanation is that the bivariate analyses were partially confounded by concurrent substance use. It is possible that the stronger associations among females in the bivariate analyses reflects higher rates of co-occurring substance use behaviors among females, rather than an inherently stronger association between a specific substance use behavior and depression. Notably, many previous studies, including those finding gender effects, have typically examined the relationship between depression and a single substance use behavior, without controlling for other substance use behaviors. Alternatively, the effect of multiple substance use behaviors may not strictly be additive, but rather, polysubstance use may represent a phenotypically distinct phenomenon, with a unique risk for depression. Future research focused specifically on the associations between polysubstance use and depression would shed light on this.