High rates of depression have been identified on college campuses. Although collegiate athletes are considered a high-risk subculture for a variety of health behaviors that associate with symptoms of depression, research is limited on depression in collegiate athletes. The present study examined differences between athlete status and gender on perceived levels of social connectedness, self-esteem, and depression among a convenience sample of college students. Two hundred and twenty-seven participants were systematically surveyed using the Center for Epidemiologic Studies Depression Scale (CES-D), the Rosenberg Self-Esteem Scale (RSES), and the Social Connectedness Scale Revised (SCS-R). College students were examined on their athlete status, gender, grade point average (GPA), and levels of weekly exercise, sleep, social connectedness, and self-esteem associated with depression symptomatology. Overall, the present study found a high prevalence of depression in this cohort of college students, ages 18 to 24. Pearson's Product Moment Correlations revealed significant relationships between social connectedness, self-esteem, and depression. Two-way multivariate analyses of variance (MANOVA) indicated collegiate athletes had significantly greater self-esteem and social connectedness than non-collegiate athletes. Collegiate athletes also had significantly lower depression than non-collegiate athletes. However, a stepwise multiple regression revealed that athlete status was not a statistically significant predictor of depression when compared to the variables gender, self-esteem, social connectedness, and sleep. This study adds to the limited and inconsistent research within the empirical knowledge base regarding depression among collegiate athletes. The results of this study will better assist health educators by identifying depression-related risk and protective factors, and prevalence data in order to form collaborative and prioritized campus health initiatives.