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Depressive symptoms often coexist with substance use disorders (SUDs). The DSM-IV has identified two distinct categories for depression coexisting with SUDs—independent depression and substance-induced depression. While this distinction has important therapeutic and prognostic implications, it remains difficult to make in clinical practice; the differentiation is often guided by chronological and symptom severity criteria that patients may be unable to precisely provide. Furthermore, it is unclear whether the various substances commonly abused—cannabis, cocaine, and opioids—are equally associated with the two types of depression. Predictors, associations, and other markers may be helpful in guiding the diagnostic process. We, therefore, examined the differences between cannabis-, cocaine-, and opioid-dependent individuals contending with independent depression and those contending with substance-induced depression in regard to several variables, hypothesizing that independent depression is more commonly found in females, and that it is associated with higher symptom severity and psychiatric comorbidity. Cocaine-, cannabis-, and/or opioid-dependent, treatment-seeking individuals underwent a structured clinical interview for DSM-IV-TR disorders after providing consent at our clinical research site; those with co-existing primary depression or substance-induced depression diagnoses were provided with further questionnaires and were entered into this analysis (n = 242). Pair-wise comparisons were conducted between the groups classified as independent versus substance-induced depression with 2-by-2 tables and chi-square tests for dichotomous independent variables, and t-tests for continuous variables. Binomial logistic regression was performed in order to ascertain which of the variables were significant predictors. Women were more likely than men to have independent depression (p < .005). Cannabis dependence was highly associated with independent depression (p < .001), while cocaine dependence was highly associated with substance-induced depression (p < .05). Independent depression was associated with higher Hamilton depression scale scores (16 vs. 10, p < .005), and was more highly associated with the comorbid diagnosis of posttraumatic stress disorder (p < .05). Cannabis dependence (p < .001) and female gender (p < .05) were highly significant predictors of major depression specifically. Gender, cannabis dependence, psychiatric severity, and psychiatric comorbidity have variable, statistically significant associations with independent and substance-induced depression, and may be helpful in guiding the diagnostic process. (Am J Addict 2011;00:1–6)