Objective: Normal sexual expression is an integral part of physical, social as well as psychological well–being of a person, and major depression is one of the many illnesses that has the high propensity of disrupting it. Much have been studied about male sexual dysfunction in depression, but stigmata of depressive disorder on female sexuality are less studied. Our aim was to study the prevalence and nature of this dysfunction in both the sexes in depression. Method: 117 sexually active adult consenting drug–naïve patients (74 male and 43 female) diagnosed with severe depressive episode without psychotic symptoms (as per ICD–10) without any addiction, comorbidities or chronic medication were selected, and assessed using Changes in Sexual Functioning Questionnaire (CSFQ) in our Psychiatry OPD. Results: Prevalence of sexual dysfunction was 71.6% & 90.7% for male and female patients respectively. Majority of women (90.7%) suffered from orgasmic difficulties, whereas most of the men (70.3%) had lack of desire/interest. Conclusion: Our study showed that sexual dysfunction is highly prevalent in depressive disorder, and women bear its brunt more than men. Its prompt recognition and management should lead to better care.