Although major depressive disorder (MDD) is associated with increased cardiovascular disease (CVD) risk, there are notable sex differences in MDD-CVD comorbidity. Compared to males, premenopausal females are twice as likely to suffer from MDD but have lower CVD risk; however, the underlying mechanisms are not clear. Herein, we tested the hypothesis that acute stress-induced increases in muscle sympathetic nerve activity (MSNA) and mean arterial pressure (MAP) would be attenuated in young females with MDD compared to young males with MDD. MSNA (microneurography) and beat-to-beat blood pressure (finger photoplethysmography) were measured at rest and during the cold pressor test (CPT) and the Stroop color word test (SCWT) in 8 females (23±6 yrs; PHQ-9 score: 8±6 a.u.) and 8 males (24±7 yrs; PHQ-9 score: 9±7 a.u.) with MDD matched for symptom severity. There were no group differences in either resting MSNA (25±12 females vs. 33±12 bursts/100 heartbeats males, p=0.29) or MAP (80±2 females vs. 82±5 mmHg males, p=0.20). The CPT elicited increases in MSNA and MAP (both p<0.05), and the magnitude was not different between groups (MSNA: ∆31±8 females vs. ∆25±10 bursts/100 heartbeats males, p=0.26; MAP: ∆22±11 females vs. ∆27±8 mmHg males, p=0.39). The SCWT also elicited increases in MAP (p<0.05) that were not different between groups (∆9±9 females vs. ∆13±4 mmHg males, p=0.27). Surprisingly, the SCWT failed to cause increases in MSNA (p>0.05), which also did not differ between groups (∆-4±14 females vs. ∆-12±14 bursts/100 heartbeats males, p=0.32). Contrary to our hypothesis, these data demonstrate that neither acute stress-induced sympathetic activation nor the ensuing increase in blood pressure are attenuated in young females with MDD compared to males with MDD.