In the EHDIC-SWB study, African-Americans are less likely to have depression than non-Hispanic whites. Religious service attendance is one possible explanation because studies have shown an inverse relationship between religious service attendance and depression. We examined the relationship between race, religious service attendance, and depression in 835 African-American and 573 non-Hispanic white adults aged 18 and older in the Exploring Health Disparities in Integrated Communities-Southwest Baltimore (EHDIC-SWB) study. Religious service attendance was measured according to participants' response to "how often do you attend religious services?" Depression was measured using the Patient Health Questionnaire. African-Americans attended religious services more frequently than non-Hispanic whites, and had a lower percentage of depression (10.1% vs. 15.4%; p-value <0.05). After adjusting for the demographic variables and health-related characteristics, African-Americans displayed lower odds of having depression (OR = 0.68, 95% CI: 0.47-0.97) compared to non-Hispanic whites. However, when including religious service attendance in the model, we found race differences in depression (OR = 0.76, 95% CI: 0.52-1.11) were no longer significant. We concluded that among individuals living in a low-income, integrated urban environment, race disparities in depression were eliminated after accounting for race differences in religious service attendance. This suggests religious service attendance may serve as a protective factor against depression for African-Americans.