The participants consisted of adults 18 years or older who were traveling on foot, were unarmed, and appeared to be indigenous to the four neighborhoods involved. The neighborhoods were considered high-risk due to information from seven health and criminal justice indicators. The interviewers asked the participants about their use of alcohol, marijuana, and cocaine during the past 30 days and about their depressive symptoms during the past week. Two-way factorial analysis of variance and follow-up tests revealed that depression scores were significantly higher for women than for men among all levels of drug use. This difference was greatest when the drug use involved cocaine, crack, or both. The prevalence of drug use was 71.2 percent. Findings suggested that depression is associated with polydrug use but not with alcohol use or combined alcohol and marijuana use among African Americans. Discussion of implications for clinicians and researchers, tables, and 20 references (Author abstract modified)