This study explores relationships between lifetime and 12-month Diagnostic and Statistical Manual of Mental Disorders, 4th Edition (DSM-IV) major depressive disorder (MDD), depressive symptoms, and involvement with family and friends within a national sample of African-American and Black Caribbean adults (n = 5191). MDD was assessed using the DSM-IV World Mental Health Composite International Diagnostic Interview and depressive symptoms were assessed using the Center for Epidemiologic Studies-Depression subscale and the K6. Findings indicated that among both populations, close supportive ties with family members and friends are associated with lower rates of depression and MDD. For African-Americans, closeness to family members was important for both 12-month and lifetime MDD, and both family and friend closeness were important for depressive symptoms. For Caribbean Blacks, family closeness had more limited associations with outcomes and was directly associated with psychological distress only. Negative interactions with family (conflict, criticisms), however, were associated with higher MDD and depressive symptoms among both African-Americans and Black Caribbeans.