Research has shown a relationship between income inequality and poor health. This column reports findings from a state-level study of the relationship between income inequality and the prevalence of depression. Estimates of depression prevalence by state, obtained from the Behavioral Risk Factor Surveillance System, were linked with Gini coefficients for U.S. household income, obtained from the Census Bureau. The current prevalence of depression was significantly associated with income inequality--the more unequal, the higher the depression prevalence. The association persisted after adjustment for income per capita, percentage of the population with a college degree, and percentage over age 65 years.