A confirmatory model integrating Japanese ethnicity, cultural identity, and depression was developed (N = 140). The model incorporated the Center for Epidemiologic Studies-Depression Scale (CES-D), Major Life Events Scale, and Japanese Cultural Scale. Japanese American adolescents scored higher on the Japanese Cultural Scale and reported fewer depressive symptoms on the CES-D total and on 2 of the 3 CES-D factors than part-Japanese American adolescents. Predictors for depression were being Japanese American vs. part-Japanese American, female gender, and culturally intensified events. A significant interaction of behavior by self-identification was noted. The model had good overall fit and suggested that the formation of cultural identity may contribute to depressive symptoms experienced by adolescents, particularly adolescents of mixed heritage.