There is evidence that neuroticism and self-esteem, two commonly used personality constructs, are associated with depressive illness. Previous studies on this issue have produced mixed results. Some studies found that neuroticism was a stronger predictor of risk for major depression than was self-esteem. The aim of the current report is to analyze the relationship between neuroticism, self-esteem, and depressive disorders in representative community sample. Data from the National Comorbidity Survey (NCS) were reanalyzed. The diagnostic data were coded using the criteria of DSM-III-R based on a modified version of the Diagnostic Interview. Self-esteem was assessed by an empirically abbreviated form of the Rosenberg Self-Esteem Scale. Neuroticism was measured using the 10-item scale from the Transparent Bipolar Inventory (TBI). Logistic regression analysis and classification and regression tree (CART) analysis were used to determine the associations between neuroticism, self-esteem, sociodemographic variables, and past-year depression disorders. Neuroticism and self-esteem were strongly associated with past-year depression disorders. Significant interactions between the two personality constructs and sociodemographic variables were observed. The results suggest that neuroticism and self-esteem should be evaluated simultaneously when analyzing depression disorders. The assessment of both personality constructs may contribute to further understanding of personality-depression correlation. Such knowledge might prove valuable in designing early interventions and treatment.