Prior studies have related community violence to depression among children, but few studies have examined this relationship among adults. We hypothesized that victimization, awareness, and fear of neighborhood violence would increase the odds of depression among adult caregivers of children with asthma. We surveyed caregivers in the Baltimore Indoor Environment Study of Asthma in Kids (BIESAK), USA. The primary outcome was screening positive for depression on the Center for Epidemiological Studies Depression index. We assessed victimization, awareness, and fear of neighborhood violence, and conducted spatial analysis identifying subject homes within 500 ft of a homicide to validate survey measures of neighborhood violence. A multilevel logistic model with clustering by neighborhood estimated odds ratios and 95% confidence intervals. Survey responses about fear of neighborhood violence were strongly predicted by having a home within 500 ft of a homicide. Of 150 caregivers of children with asthma, 49% were aware of a neighborhood violent event, 36% were fearful of neighborhood violence, 22% reported victimization, and 27% had a homicide within 500 ft of the home. In our multilevel model, fear of violence increased the odds of depression by 6.7. Victimization was associated with a possible trend towards depression, and awareness of neighborhood violence did not increase the odds of depression. Based on our findings, personal experience with neighborhood violence may be more important than simple awareness. Health care workers should consider screening for depression among patients exposed to community violence.