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Chest pain is the most frequent cocaine-related medical event for which patients seek treatment in inner-city emergency departments (EDs). Given that depression increases risk for poor substance use and cardiac outcomes, knowledge of correlates of depressive symptoms among these out-of-treatment cocaine users is crucial to developing interventions for these inner-city populations that frequently present to the ED. A total of 219 individuals presenting to an inner-city ED with chest pain and recent cocaine use were divided into 2 groups based on scoring positive (42%) for moderate-to-severe depression on the Patient Health Questionnaire (PHQ-9). The depression symptoms group reported a significantly greater number of standard drinks per drinking occasion (7.1 versus 4.6) and a greater number of heavy drinking days (9 versus 5). A significant 3-way interaction effect found males and non-white females reporting a greater number of heavy drinking days were more likely to be in the depression symptoms group, whereas white females with a greater number of heavy drinking days were more likely to be in the nondepression symptoms group. Depression is clearly a problem among not-in-treatment cocaine users presenting to an inner-city ED; heavy drinking in concert with cocaine use increases the risk for depression, with important interactions by race and gender.