OBJECTIVE: The authors examined the relationship between depressive symptoms and the self-reported use of alcohol, carbohydrates, and caffeine in normal volunteers and four groups of psychiatric outpatients. METHOD: Outpatients and normal volunteers were given a questionnaire asking about their use of each of the three substances in response to each of the 14 depressive symptoms on the Hamilton Rating Scale for Depression. They also rated how much each substance improved each symptom. Twenty-six normal volunteers, 35 patients with major depression, 117 patients with seasonal affective disorder, 16 patients with alcohol dependence, and 24 patients with comorbid primary depression and secondary alcohol dependence completed the questionnaire. Test-retest reliability was established. Analysis of variance and stepwise multivariate discriminant function analyses were used to determine if diagnostic groups differed in the reported use and effect of each of the three substances. RESULTS: The responses concerning use and effect of alcohol of patients with alcohol dependence with or without depression were indistinguishable from each other. The responses of the patient groups regarding caffeine and carbohydrate use did not differ from each other, but all differed significantly from the responses of normal volunteers. Discriminant function analysis distinguished alcoholics from nonalcoholics in the relationship between drinking and the symptoms of anger and anhedonia. CONCLUSIONS: The relationship between symptoms and substance use varied depending on the substance. Alcoholics without depression were as likely to report drinking in response to depressive symptoms as were those who had had depression. Patients of all diagnostic groups were more likely than normal volunteers to report using caffeine and carbohydrates in response to depressive symptoms.