Depression is common in end-stage renal disease and is associated with poor quality of life and higher mortality; however, little is known about depressive affect in earlier stages of chronic kidney disease. To measure this in a risk group burdened with hypertension and kidney disease, we conducted a cross-sectional analysis of individuals at enrollment in the African American Study of Kidney Disease and Hypertension Cohort Study. Depressive affect was assessed by the Beck Depression Inventory II and quality of life by the Medical Outcomes Study-Short Form and the Satisfaction with Life Scale. Beck Depression scores over 14 were deemed consistent with an increased depressive affect and linear regression analysis was used to identify factors associated with these scores. Among 628 subjects, 166 had scores over 14 but only 34 were prescribed antidepressants. The mean Beck Depression score of 11.0 varied with the estimated glomerular filtration rate (eGFR) from 10.7 (eGFR 50–60) to 16.0 (eGFR stage 5); however, there was no significant independent association between these. Unemployment, low income, and lower quality and satisfaction with life scale scores were independently and significantly associated with a higher Beck Depression score. Thus, our study shows that an increased depressive affect is highly prevalent in African Americans with chronic kidney disease, is infrequently treated with antidepressants, and is associated with poorer quality of life. Sociodemographic factors have especially strong associations with this increased depressive affect. Because this study was conducted in an African-American cohort, its findings may not be generalized to other ethnic groups.