ABSTRACT. Objective: Although major depressive disorder (MDD) and heavy episodic drinking (HED, 4+/5+ drinks in a single sitting for women/men) are common among young adults in college, the relationship between the two remains unclear. This study examined the association between MDD and HED in this population, the effect of gender on this association, and whether comorbid MDD and heavy alcohol use are associated with higher rates of mental health treatment engagement. Method: The study comprised 61,561 (65.3% female) undergraduate students who answered an online survey on depression, alcohol use, and treatment engagement in the past year. Hierarchical linear regressions examined the association between MDD and alcohol use (HED and peak blood alcohol concentration [pBAC]) and whether gender moderated these associations. Logistic regressions were then conducted to examine the influence of MDD, heavy alcohol use, and gender on treatment engagement. Results: Students with MDD reported more frequent HED and higher pBAC than did students without MDD; this was especially true for female students. Rates of treatment engagement were higher among women than men, among students with MDD than students without MDD, and among female students with HED than women without HED. Conclusions: The presence of an association between MDD and heavy alcohol use suggests the need for systematic screenings of both conditions. Low rates of treatment engagement in college students with MDD and heavy alcohol use calls for the development of strategies to engage this high-risk group in treatment. (J. Stud. Alcohol Drugs, 77, 620-628, 2016)