This experiment investigated: (1) relationships among locus of control, attributional style, and depression; (2) if a depressogenic attributional style could be empirically isolated; and (3) if reliable relationships existed between attribution and depression when depression was operationalized using different instruments. Subjects completed the Beck Depression Inventory, Rotter's I-E Scale, the Attributional Style Questionnaire, and MMPI-2. Gender-combined analyses showed that an internal, stable and global attributional style for positive events was negatively correlated with depression, and that depression was positively correlated with locus of control, with these relationships reliable across measures of depression for females only. Factor analyses of gender-combined, female and male data yielded factors of depression, behavioral helplessness, and hopelessness. A female pessimism, and male optimism, factor also emerged. Results were discussed in relationship to learned helplessness, hopelessness, and sex differences in the prevalence of depression. (Author)