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Despite preliminary evidence that self-pampering can alleviate psychological burden that may lead to depression among women, no studies have so far examined the link between pampering and depression. The aim of this study was to explore the differential effect of pampering on depression depending on women’s marital, parental, or caregiving status. A cross-sectional design was employed. The sample consisted of 154 women employees of the municipal authority of Thessaloniki, Greece. The Pampering Behaviors Inventory was developed for the purposes of the present study. Depression was assessed with the Hospital Anxiety and Depression Scale. Controlling for the effects of age, self-pampering was negatively related to depression (p=.001). Married women, women with children, and women caregivers engaged in self-pampering activities less frequently. Married women who did not use pampering were more depressed than married women who used pampering (p=.002). Women with children who did not use pampering were more depressed than women with children who used pampering (p=.004). Results of the present study contribute to a deeper understanding of the importance of self-pampering as a buffer against depression. Given the rising prevalence of depression today, it is essential to explore the potential of minimal interventions.