Background. Depression is a significant health problem in the United States. This study examined the relationship between depression and substance use, substance problems, conduct disorders, and sociodemographic factors in primary care settings. Methods. A survey of 1898 patients in 88 primary care offices was conducted using a self-administered health-habits questionnaire. Depression was assessed for both lifetime and for the past 30 days using the Diagnostic and Statistical Manual of Mental Disorders, Third Edition Revised (DSIM-III-R) criteria. Results. A total of 21.7% of women and 12.7% of men met DSM-III-R criteria for depression in the 30 days prior to completing the survey. Lifetime rates of depression were 36.1% for women and 23.3% for men. Young women who smoke, drink, or use marijuana, and both men and women with antisocial personality disorder and a family history of mental health problems are particularly at high risk for depression. Conclusions. One in 5 women and one in 10 men who see their primary care physicians have recently been depressed.