The authors investigated the unique associations between family cohesion, family conflict, and depression for African American and European American adolescents (aged 12-17 years). In addition, they tested the influence of a cognitive variable on these relationships. Statistical analysis yielded some provocative findings. Specifically, low family cohesion was uniquely associated with depression for African American adolescents, whereas high family conflict uniquely predicted depression for European American adolescents. Also, a cognitive variable, high self-discrepancy, mediated the effect for the European American adolescents, but not for African American adolescents when analyses were conducted separately by ethnic group. In follow-up analyses, however, this descriptive finding did not meet conventional criteria for establishing moderated mediation. Implications for future research and for designing interventions and prevention strategies for children with depression are discussed.