Examines the relationship between ethnic status, age, gender, and socioeconomic status on the prevalence of major depressive episodes in a diverse sample of middle school students, with a focus on Mexican American youth. Previous studies on depression among minority children and adolescents fail to reveal a coherent empirical pattern, because research designs differ greatly, as do study populations and validity measures. The present study analyzes data on symptoms of major depression obtained from more than 5,000 10- to 17-year-old students in the Houston, Texas, metropolitan area who responded to a self-administered checklist known as the DSM Scale for Depression. A key finding for Mexican American adolescents showed elevated risks for major depressive episodes. A possible explanation for this result comes from the role of Mexican culture in the epidemiology of depression; that is, persons of Mexican origin are more fatalistic, which can aggravate psychological distress. Feelings of lack of control also can undermine efforts to cope with problems. Further research is needed to (1) determine whether Mexican American adolescents are uniquely exposed or vulnerable to stress and (2) identify factors and incidences of depression that are common to all adolescents.