The short allele of the serotonin transporter linked polymorphic region (5-HTTLPR) moderates the effects of stress on vulnerability to mood and anxiety disorders. The mechanism by which this occurs may relate to differential sensitivity to stressful life events. Here we explored whether 5-HTTLPR and sex affected behavioral responses to repeated maternal separation in infant rhesus macaques. Behaviors were collected during the acute (Day 1) and the chronic (Days 2–4) phases of the separation, and the effects of duration of separation (acute vs. chronic), genotype (long/long vs. short allele), and sex (male vs. female) on behavioral responses were analyzed across four successive separations. Males increased their levels of locomotion with repeated maternal separation, whereas females exhibited an increase in frequency of self-directed behavior, a measure of “depression-like” behavior. The short-allele predicted increased environmental exploration, particularly during the chronic phase of social separation, indicative of higher arousal. In addition, the short-allele carriers were more likely to increase their levels of self-directed behavior during the chronic phase of separation, as a function of repeated exposures. These findings suggest that the short allele may increase reactivity to repeated, chronic stressors, leaving them more vulnerable to affective psychopathology, with females particularly vulnerable.