Autism Spectrum Disorder (ASD) often presents comorbidity with depression, sharing similar characteristics between the two disorders with respect to social interaction, regulation of emotions, and flexibility in cognition. The current study investigates the relationship between autistic traits related to BAP and depressive symptoms in a general population sample, considering possible differences according to gender. In a sample of 239 adults, the results indicated that autistic traits, especially in the domains of communication and social skills, showed a significant association with depressive symptoms, with even more robust associations specifically in women. These results emphasize the presence of important sex differences in the associations found between autistic traits and specific depressive symptoms. In women, significant positive correlations were observed for autistic traits related to communication, social skills, and difficulties with attention-shifting, with depressive symptoms regarding thoughts of death, feelings of pessimism, experiences of alienation, cognitive impairments, and psychosomatic presentations. In contrast, males showed fewer significant associations, with only attention to detail significantly related to depressive symptoms such as cognitive deficits and decreased energy levels. It thus appears that there might be sex differences in the way the different dimensions of the autism spectrum relate to the various dimensions of depressive symptomatology. Furthermore, moderation analysis showed that gender influences the strength of these relationships, which highlights the need for gender-sensitive approaches both in research and clinical practice when assessing and targeting depressive symptoms in subclinical ASD populations. The implications for clinical practice as well as the limitations of the study are discussed.