An intriguing question in the field of stress is what makes an individual more likely to be susceptible or resilient to stress‐induced depression. Predisposition to stress susceptibility is believed to be influenced by genetic factors and early adversity. However, beyond genetics and life experiences, recent evidence has highlighted social rank as a key determinant of susceptibility to stress, underscoring dominant individuals as the vulnerable ones. This evidence is in conflict with epidemiological, clinical, and animal work pointing at a link between social subordination and depression. Here, we review and analyze rodent protocols addressing the relevance of social rank to predict vulnerability to chronic social stress. We also discuss whether a specific social status (i.e., dominance or subordination) is the appropriate predictor of vulnerability to develop stress‐induced depression or rather, the loss of social rank and resources.