This study examined sociodemographic and drug-related predictors of depressive symptoms among a rural, multistate sample of not-in-treatment stimulant drug users (n = 710). Participants were recruited using respondent-driven sampling in Ohio, Arkansas, and Kentucky. The Patient Health Questionnaire (PHQ-9) was used to measure symptoms of depression. Moderate to severe depressive symptomatology was reported by 43.0% of the sample. Cumulative logistic regression analysis showed that daily and nondaily crack use as well as the daily use of cocaine HCl increased the odds of depressive symptoms. Methamphetamine use had no significant association with depression. The daily use of marijuana, the illicit use of tranquilizers, light/moderate cigarette smoking, and injection drug use also increased the risk of depressive symptoms. Living in Kentucky or Ohio (compared to Arkansas), having unstable living arrangements, and being White, female, and older were related to higher odds of depressive symptoms. These results suggest that a host of drug and nondrug factors need to be considered when addressing depressive symptoms in stimulant users.