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Substance abuse

Substance abuse frequently accompanies depression. Research has shown that alcoholics are almost twice as likely to suffer from major depression as people without a drinking problem.

"It can happen for both men and women, but using drugs or alcohol to mask uncomfortable feelings is a strategy many men will employ instead of seeking health care," says Dr. Cook.

"There's a cultural bias of, 'I should be able to fix this myself and so I'll use what chemicals I have available to me to do that,'" Dr. Cook says.

Next: Sexual dysfunction