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The purpose of this study was to inform a community-engaged partnership concerned with mental health in their community by exploring factors associated with depression among a sample of residents in a micropolitan city in a rural state. Social and contextual factors are important influences on depression risk, but most research in this area has focused on urban settings. Micropolitan areas (midsize rural communities centered around a population core of 10,000-50,000 people) are home to the majority of rural residents and this specific social and economic context may have unique influences on depression risk. Using a random-digit-dial sampling method, adult residents completed a phone interview that assessed a range of health behaviors and measures of quality of life, social support, neighborhood context, and discrimination (n = 1101). Results indicated that being male, having a partner, and being a high school graduate protected against moderate to severe depression, whereas inadequate social support, perceived unfair treatment, and lower neighborhood cohesion were associated with moderate to severe depression. Increases in poverty were significantly associated with greater odds of reporting moderate to severe depression. This study demonstrated that factors associated with depression are similar factors in rural and urban areas, however, the prevalence of these factors may differ along the rural-urban continuum, and should be considered when developing and implementing mental health prevention and control interventions.