Our aim was to clarify the role of alcohol and other drug (AOD) use in major depression among gay men attending general medical practices. A secondary analysis was conducted on survey data collected from 531 gay men attending high-HIV-caseload general practices in Adelaide and Sydney, Australia. The survey contained demographic, social, behavioural and AOD variables. Participants were classified into those with (n = 130) and without major depression (n = 401) using the PHQ-9 screening tool. Although rates of drug use were very high in the sample, multivariate logistic regression analysis showed that the majority of variables independently associated with major depression were social and behavioural factors. Only one AOD variable was associated with major depression: the use of three or more drug types in the past 6 months. Attending to specific patterns of AOD use may assist in the identification of gay men most at risk of major depression.