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Depression among U.S. military personnel has received relatively little empirical attention compared to posttraumatic stress disorder, despite evidence that depression is associated with poor psychosocial outcomes and increased suicide risk. Even less is known about factors that protect against depression in military populations.A sample of 168 active duty Air Force convoy operators completed self-report measures of depression, posttraumatic stress, and sense of “belonging” before deploying to Iraq, and again at 1, 3, 6, and 12 months following their return. Linear growth modeling was used to test the associations of the variables over time.Mean depression scores remained low and stable across the deployment and 12-month follow-up period. Increased depression severity was significantly associated with low belonging (P < .001) and with posttraumatic stress symptoms (P < .001) at every time point.Relatively small, predominantly male sample utilizing self-report methods.A sense of belongingness may protect service members from depression at all stages of the deployment cycle, from predeployment preparations through deployment and postdeployment adjustment.