Sex differences in major depressive disorder (MDD) are well established, yet the conditions under which immune dysfunction contributes to depression-and how this differs by sex-remain poorly defined. The gut-brain axis represents a key immune-mediated pathway linking chronic stress to depressive phenotypes, but sex is rarely considered at the level of the microbial source and host susceptibility. Here, we assessed whether transfer of stress-altered gut microbiota is sufficient to induce alterations in depression-relevant outcomes by using a cross-sex a cecal microbiota transfer (CMT) from mice exposed to unpredictable chronic mild stress (UCMS). Female recipients exhibited greater anhedonia- and despair-like behaviors following UCMS CMT, indicating a sex-specific risk to immune-microbial perturbation. Donor sex further modulated these effects: microbiota derived from stressed females preferentially transmitted a depressive-like phenotype, whereas stressed male microbiota was associated with attenuated neuroinflammatory profiles with no changes in behavior. In contrast, male recipients showed limited behavioral change but displayed pronounced alterations in neuroimmune and prefrontal monoamine gene expression with female UCMS microbiota. Together, these findings demonstrate that immune-mediated depressive phenotypes emerge under sex-dependent conditions defined by both donor and host biology. Furthermore, females may be particularly responsive to gut-targeted immunomodulatory interventions, while males exhibit immune and monoaminergic transcriptional sensitivity without overt behavioural expression. By identifying sex-specific immune and microbiota-associated mechanisms, this work informs the design of future immunotherapy trials for depression, highlighting the gut as a tractable and potentially sex-selective therapeutic target.