Objective: The authors compared collegiate athletes and nonathletes to see whether there were significant differences in the perceived levels of social connectedness, self-esteem, and depression and if an interaction among the variables of athlete status, gender, GPA, BMI, and levels of weekly exercise and sleep were associated with depression symptomatology. Participants: Participants were 227 college students. Method: The authors surveyed students using the Center for Epidemiologic Studies Depression Scale, the Rosenberg Self-Esteem Scale, and the Social Connectedness Scale-Revised. Results: Athletes had significantly greater levels of self-esteem and social connectedness, as well as significantly lower levels of depression, than did nonathletes. However, the statistically strongest predictors of depression in this cohort were the variables of gender, self-esteem, social connectedness, and sleep. Conclusion: This study adds to the limited and inconsistent research in the empirical knowledge base regarding depression among collegiate athletes. (Contains 4 tables.)