This study investigated the association between depression and substance use in a sample of middle-school students. The 5721 students (59%-63% Hispanic) completed self-report items on depressive symptoms, recent smoking and binge drinking, and lifetime use of marijuana, cocaine, and inhalants. Symptoms of depression were strongly and positively related to substance use. For every type of use, a stepwise increase was seen between the percentage of students with low symptom frequency and the percentage of students with more symptoms. A sizable number of users reported symptoms indicating major depression. Depression scores showed few clinically meaningful differences among demographic subgroups. Substance use scores, in contrast, showed meaningful intergroup differences for racial/ethnic group and other demographic variables. Depressive symptoms and substance use were associated in a sample of middle-school students who were largely non-White and predominantly Hispanic. Greater understanding of the nature of this association is needed; this understanding should be used to design prevention programs, and prevention programs should be introduced at least in the middle-school years.