Background: Premature discontinuation of psychiatric treatment among ethnic–racial minorities is a persistent concern. Previous research on identifying factors associated with ethnic–racial disparities in depression treatment has been limited by the scarcity of national samples with adequate representation of minority groups and especially non-English speakers. In this article, we aim to identify variations in the likelihood of retention in depression treatment among ethnic–racial minority groups in the United States as compared to non-Latino whites. Second, we aim to identify the factors that are related to treatment retention. Methods: We use data from the Collaborative Psychiatric Epidemiology Surveys to examine differences and correlates of depression treatment retention among a representative sample (n=564) of non-Latino whites, Latinos, African-American, and Asian respondents with last 12-month depressive disorder and who report receiving formal mental health treatment in the last year. We define retention as attending at least four visits or remaining in treatment during a 12-month period. Results: Being seen by a mental health specialist as opposed to being seen by a generalist and having received medication are correlates of treatment retention for the entire sample. However, after adjusting for demographics, clinical factors including number of co-occurring psychiatric disorders and level of disability, African-Americans are significantly less likely to be retained in depression treatment as compared to non-Latino whites. Conclusions: Availability of specialized mental health services or comparable treatment within primary care could improve treatment retention. Low retention suggests persistent problems in the delivery of depression treatment for African-Americans. Depression and Anxiety, 2010.© 2010 Wiley-Liss, Inc.