Three decades ago, Gove introduced his sex‐role theory of mental illness, which attributes women’s higher rates of psychological distress to their roles in society. Central to his hypothesis is that marriage is emotionally advantageous for men and disadvantageous for women. This article revisits this topic with data from the National Survey of Families and Households. The analyses indicate that the emotional benefits of marriage apply equally to men and women, but that men and women respond to marital transitions with different types of emotional problems. The implications of these findings for future research on gender and mental health are discussed.