The finding of a significant gene by environment interaction effect on depression of the serotonin transporter length polymorphism (5-HTTLPR) and the Number of experienced Life Events (NLE) was not replicated in two large meta-analyses (Munafo et al., 2009; Risch et al., 2009). These meta-analyses have been criticized on the grounds that large studies that get most weight in meta-analyses have the poorest measurement quality of life events and, as a consequence, do not find an effect. Another issue is the time frame across which the NLE are measured. Proximal life events appear to be better predictors of depression than more distal events. We present the results of analyses of the 5-HTTLPR × NLE effect on anxious depression and neuroticism scores in a sample of 1,155 twins and their parents and siblings from 438 families. The interaction effect was tested separately for NLE experienced across the life span and NLE experienced in the past year. There was a significant main effect of NLE on anxious depression and neuroticism, especially when these were experienced in the past year. No interaction with 5-HTTLPR was found for NLE either experienced across the life span or across the past year. Our results support the two recent meta-analyses. Given recent insights from genome wide association studies, it seems more useful to focus on the joint effect of several genes, that are, for example, part of the same biological pathway, in interaction with the environment, than on one candidate gene.