Objective: We examined the risk of depression as it relates to social support among individuals from African American, Caribbean Black, and non-Hispanic White backgrounds. Methods: 6,082 individuals participated in the National Survey of American Life (NSAL), a nationally representative, psychiatric epidemiological, cross-sectional survey of household populations. The survey is designed to explore racial and ethnic differences in mental disorders. NSAL survey questions were used as a proxy for social support. Logistic regression analysis was used to examine the correlates between having a DSM-IV diagnosis of major depressive disorder in the past year, demographic variables, and social support. Results: African American race/ethnicity was associated with decreased odds of depression when compared to non-Hispanic Whites, even when controlling for social support variables and demographics (OR = 0.51, 95% CI = 0.43-0.60). We found a three-fold increase in risk of depression among individuals who reported feeling "not very close at all" with family members compared to those who reported feeling "very close" to family (OR = 3.35, 95% CI = 1.81-6.19). Conclusions: These findings reinforce previous research documenting the important relationship between social support and depression, and perhaps should lead us to re-examine the individualistic models of treatment that are most evaluated in United States. The lack of evidence-based data on support groups, peer counseling, family therapy, or other social support interventions may reflect a majority-culture bias toward individualism, which belies the extensive body of research on social support deficits as a major risk factor for depression.