BACKGROUND: A randomized controlled trial of SAFE, a cognitive/behavioral intervention, revealed that it significantly reduces reinfection and behavioral risks among participants compared with controls. However, studies suggest that depression may moderate intervention efficacy among affected persons because of impaired information processing, failure to recognize risk, or inability to change behavior. GOAL: We evaluated SAFE efficacy among depressed and nondepressed Mexican- and African American women after comparing initial risk factors by depression status. We further explored intervention effects in moderately and severely depressed women. STUDY DESIGN: We stratified 477 participants (249 intervention, 228 controls) according to their depression status at baseline determined by CES-D scores. Using chi and multivariate logistic regression, we evaluated differences in reinfection and behavioral risk at 6-month, 12-month, and 1-year cumulative follow-ups between groups within baseline depression strata. RESULTS: : At baseline, 74.4% of women were depressed and had significantly greater levels of behavioral risks than nondepressed women. At follow-up intervals, behavioral risks and reinfection rates were lower among intervention women compared with controls regardless of depression status. For example, at 1-year follow-up reinfection rates were 15.2% in nondepressed intervention women versus 21.4% in nondepressed controls (AOR = 0.6), and 18.6% in depressed intervention women versus 27.3% in depressed controls (AOR = 0.6). Moreover, reinfection was consistently lower among moderately and severely depressed intervention women than controls (moderately depressed: 19.3% vs. 27.2%, AOR = 0.6; severely depressed: 17.9% vs. 27.5%, AOR = 0.6). CONCLUSIONS: Despite significantly greater behavioral risk among depressed women at baseline, SAFE was equally successful in reducing reinfection and high-risk behavior among depressed and nondepressed participants.