Herpes Simplex Virus Type 2 (HSV-2) has been associated with depression, but the relationship has yet to be explored with respect to gender and sexual orientation in a nationally representative sample to help identify individuals at higher risk for depression. A dataset from National Health and Nutrition Examination Survey 2009–2014 was used in this study. Multivariable logistic regression models were constructed to test effect modification on both the multiplicative and additive scale using a sample of 57,684 subjects. Effect modification by sexual minority status was not significant on either the multiplicative scale (Ratio of ORs: 0.74, 95 % CI: 0.37–1.50, p = 0.395) or the additive scale (RERI: −0.22, 95%CI: −2.27–1.84, p = 0.833). Meanwhile, biological sex assigned at birth was a significant modifier only on the additive scale (RERI: 0.82, 95 % CI: 0.004–1.64, P = 0.049). Specifically, females (OR: 1.43, 95 % CI: 1.03–1.97, P = 0.032) had greater odds of having depressive symptoms compared with males (OR: 1.20, 95 % CI: 0.69–2.08, p = 0.509) after the HSV-2 infection. The analysis was based on a cross-sectional study; further investigation using longitudinal datasets might be beneficial. Sexual minority status did not modify the association between HSV-2 infection and having depressive symptoms. However, biological sex assigned at birth was a modifier only on the additive but not the multiplicative scale. Health workers should be alert for depression symptoms in females with HSV-2 infection. • Sexual minority status did not modify the association between HSV-2 infection and depression. • Biological sex was a modifier on the association between HSV-2 infection and depression only on the additive scale. • Females had greater odds of having depressive symptoms compared with males after the HSV-2 infection. [ABSTRACT FROM AUTHOR]