Community, demographic, familial, and personal risk factors of childhood depressive symptoms were examined from an ecological theoretical approach using hierarchical linear modeling. Individual-level data were collected from an ethnically diverse (73% African-American) community sample of 197 children and their parents; community-level data were obtained from the U.S. Census regarding rates of community poverty and unemployment in participants' neighborhoods. Results indicated that high rates of community poverty and unemployment, children's depressive attributional style, and low levels of self-perceived competence predict children's depressive symptoms, even after accounting for demographic and familial risk factors, such as parental education and negative parenting behaviors. The effect of negative parenting behaviors on depressive symptoms was partially mediated by personal variables like children's self-perceived competence. Recommendations for future research, intervention and prevention programs are discussed.