We modeled associations of quantity and frequency of alcohol use with depressive symptoms (negative affect, lack of positive affect, somatic disturbance, interpersonal problems) in two household surveys of Mexican-Americans (Ns = 1,313 and 3,577). Multivariate analyses controlled cultural (immigration, acculturation) and demographic (age, income, household size, marital status, employment status) characteristics, and assessed interactions of these two classes of predictors. Alcohol use was inconsistently related to depression. In some analyses, cultural characteristics accounted for associations of alcohol use with depression. In others, associations of alcohol use with depression depended on cultural characteristics. Associations of drinking with depression tended not to be robust across samples.