Major Depressive Disorder (MDD) is a heterogeneous disease, which displays sex differences in symptomatology. This study aimed to assess point prevalence of MDD in undiagnosed, healthy adults as well as sex differences in symptomatology and clarify if specific symptoms increased the later need for anti-depressive medication. The study included 51,658 blood donors. Depressive symptoms were assessed according to ICD-10 using the Major Depression Inventory. Demographics, previous MDD, anti-depressive medication were collected from questionnaires and population registers. Descriptive, Logistic and Cox regression analyses were conducted. In total, 1.15% participants met the criteria for MDD. Women were significantly more likely to experience "increased appetite" and less likely to experience “a feeling of life not worth living”, compared to men. MDD significantly associated with an increased hazard of later receiving a prescription for anti-depressive medication. The risk increased proportionally with increasing MDD severity. The two symptoms, “feeling that life is not worth living” and "trouble sleeping" were the strongest individual predictive symptoms of future anti-depressive medication in women and men, respectively. The results confirm findings in MDD patient groups. The diagnostic and prognostic value should be investigated further to address their potential as part of the clinical assessment.