Having so-called job authority—the power to hire, fire, and pay people—and the socioeconomic advantage it confers, are typically considered assets in an employee’s life with few, if any exceptions. (There was never any wonder why Sheryl Sandberg was so adamant in urging women to seek it.) But a new study in the December issue of the American Sociological Association’s Journal of Health and Social Behavior tosses that notion aside when it comes to mental health.

Co-authors Tetyana Pudrovska, a sociology professor at the University of Texas at Austin, and Amelia Karraker, a professor of human development and family studies at Iowa State University, examined the effects of job authority on mental health through the prism of gender relations. They found that women with job authority exhibit more depressive symptoms than women without job authority. The opposite was true for men: those with authority are overall less depressed than men without work-related authority.

The study takes into account that, in general, women typically suffer from depression more often than men: When men and women without job authority are compared, women have slightly elevated depressive symptoms. When comparing men and women with job authority, however, women with such power show significantly more signs of depression, Pudrovska says.

“What’s most striking here is the traditional theory in medical sociology is that the socioeconomic advantage [from job authority] is good for health; it gives you more money, it means you probably have better education, and physically and mentally your health is better. [People with work-related authority] are socially advantaged in terms of these desirable characteristics,” she says.

So, why do women in higher-up positions often feel so down?

The study blames “interpersonal stressors” that women experience due to the “process of gender stratification.” The stressors that women face stem from “prejudice, discrimination, unfavorable stereotypes, negative social interactions, lack of communication and support from superiors and coworkers, and pressure to perform better than men to prove competence,” the study says.

Pudrovska points specifically to “the problem of legitimacy” that women confront in the workplace. They “face resistance, since their power is not consistent with what we think the norms are.” Women in power are also caught in what Pudrovska calls a “double bind.” They are expected to express both femininity and assertiveness. If they fail to balance those two qualities, they’re criticized for either being too docile and incompetent or too bossy.

Meanwhile, men benefit from job authority since their power is considered legitimate and natural. “They don’t have to overcome as much resistance and stereotypes,” Pudrovska says.

The study looked at data from the Wisconsin Longitudinal Study, which followed men and women from age 18 in 1957 to age 65 in 2004. “The female subjects of the study were part of the first generation of women who were well represented in the workforce,” Pudrovska says. The stresses this group felt are just as present—and perhaps more acute—for younger women.

“Now we’re bombarded with not being confident enough, not leaning in enough,” Pudrovska says. “Leaning in is a good thing in and of itself, but once you do so, the assumption is that everything should fall into place.”

But it’s hardly ever so simple. “Catching up with men in terms of structural aspects of workplace authority is not sufficient because the cultural meaning of exercising job authority is different for men and women,” the study says.