Psychological depression has been identified as a condition that may influence HIV risk behavior among injection drug users (IDUs) and men who have sex with men (MSM). In two Seattle studies, 1,228 IDUs and 429 young MSM completed the Center for Epidemiologic Studies Depression Scale (CES-D); the relationship between depression and injection and sexual risk behavior was assessed using logistic regression analysis. Forty-seven percent of IDUs had CES-D scores > or = 23; a high score was significantly related to injection with a syringe used by another IDU (adjusted odds ratio 1.4) but not other injection risk behavior. Among MSM, CES-D scores > or = 16 were related to reporting 3 or more sex partners in the last 6 months but not to other sexual risk behavior. This analysis suggests that psychological depression may influence certain HIV risk behavior in young MSM and IDUs, and that interventions addressing depression may be indicated.