Women report greater distress than men, but do women genuinely experience greater distress, suggesting a heavier burden of hardship and constraint? Or do they merely report the feelings in standard indexes more frequently ? Perhaps women discuss their emotions more freely. Or perhaps the indexes tap ''feminine'' emotions such as depression rather than ''masculine'' ones such as anger: This study analyzes data from a 1990 U.S, sample of 1,282 women and 749 men. Results show that men keep emotions to themselves more than women, and that women express emotions more freely than men. However, these factors do not explain the effect of sex on reported levels of distress-an effect that remains significant with adjustment for these factors. Our results also contradict the idea that the sex difference in distress would diminish if the indexes of distress contained more items that tap anger. Adjusting for emotional reserve and expressiveness, women experience anger more often than men, as they do sadness, anxiety, malaise, and aches. In fact, being female has twice the effect on the frequency of anger that it has on the frequency of sadness. Women report feeling happy as often as men, but adjusting for emotional expressiveness reveals a negative effect of being female on happiness. Overall, women experience distress about 30 percent more often than men. We discuss the possibility that drug abuse and heavy drinking mask male distress, but find little evidence that those behaviors ameliorate distress. We conclude that women genuinely suffer more distress than men.