Major depressive disorder topped ischemic heart disease as the number one cause of disability worldwide in 2012, and women have twice the risk of men. Further, the comorbidity of depression and cardiometabolic disorders will be one of the primary causes of disability worldwide by 2020, with women at twice the risk. Thus, understanding the sex-dependent comorbidities has public health consequences worldwide. We propose here that sex differences in MDD-cardiometabolic comorbidity originate, in part, from pathogenic processes initiated in fetal development that involve sex differences in shared pathophysiology between the brain, the vascular system, the CNS control of the heart and associated hormonal, immune, and metabolic physiology. Pathways implicate neurotrophic and angiogenic growth factors, gonadal hormone receptors, and neurotransmitters such as gamma amino butyric acid (GABA) on neuronal and vascular development of HPA axis regions, such as the paraventricular nucleus (PVN), in addition to blood pressure, in part through the renin-angiotensin system, and insulin and glucose metabolism. We show that the same prenatal exposures have consequences for sex differences across multiple organ systems that, in part, share common pathophysiology. Thus, we believe that applying a sex differences lens to understanding shared biologic substrates underlying these comorbidities will provide novel insights into the development of sex-dependent therapeutics. Further, taking a lifespan perspective beginning in fetal development provides the opportunity to target abnormalities early in the natural history of these disorders in a sex-dependent way.