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Individuals have suffered from depression for decades. Although depression is under diagnosed, it is one of the most common disorders seen by psychiatrists. The purpose of this research study was to understand whether students' perceived stress level was a significant predictor of students' depressive symptoms. The study explored social cognitive theory to assist in understanding the relationship between depressive symptoms and perceived stress in female minority students. Although depressive symptoms and perceived stress in students have been explored exhaustively, these variables had not been explored specifically among minority students and then compared to nonminority students. Using the Center for Epidemiologic Studies Depression Scale and the Perceived Stress Scale, depressive symptoms and perceived stress in a sample of 109 minority and nonminority, female, undergraduate students were measured. A quantitative analysis was conducted to answer the research questions. For the first research question, data analysis confirmed that perceived stress significantly predicted depressive symptoms in minority, female, undergraduate students. For the second research question, data analysis did not support moderation. Lastly, for the third research question, data analysis confirmed that perceived stress for minority students was significantly different from the distribution of perceived stress for nonminority students. Understanding depressive symptoms from a social cognitive perspective can be initiate positive social change. The results of the study can be used to design targeted interventions (e.g., support groups, cognitive therapy) for mental health in different areas, including colleges, universities, mental health agencies, and hospitals.