Background The children of depressed parents are more likely to suffer from mental illness, particularly major depressive disorder (MDD). However, most data come from adolescent and young-adult populations, and published studies have reported inconsistent results regarding intergenerational transmission. Material/Methods We retrospectively investigated hospitalized depressed patients with positive family history (FHP) from 1 Jan 2008 to 31 Dec 2017 and analyzed the differences in sex distribution in the intergenerational transfer risk of major depressive disorder. Results We enrolled 528 patients with maternal or paternal positive FHP from a total of 4856 patients, and divided them into 4 groups: female patients with maternal FHP (FM: 220, 41.7%), female patients with paternal FHP (FP: 116, 22.0%), male patients with maternal FHP (MM: 96, 18.2%), and male patients with paternal FHP (MP: 96, 18.2%). In this study, 12.2% of hospitalized depressed patients had an FHP. The ratio of male: female patients with FHP was 2: 3. The ratio of male: female patients with maternal FHP was almost 1: 2. Analyses showed that the risk of depression in daughters was higher than in sons. Compared with children of depressed fathers, the children of depressed mothers were at higher risk of depression. Daughters and sons share an equal risk of depression with paternal FHP. Conclusions The results suggest a clear interaction of sex between patients and their depressed parents. Daughters of depressed mothers had the highest risk of suffering from depression compared with other offspring.