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Depression can affect individuals’ attitudes by enhancing cognitive biases and altering perceptions of control. We investigate the relationship between depressive symptoms and Americans’ attitudes regarding domestic extremist violence. We develop a theory that suggests the association between depression and support for political violence depends on conspiracy beliefs, participatory inclinations, and their combination. We test our theory using a two-wave national survey panel from November 2020 and January 2021. We find that among those who hold conspiracy beliefs and/or have participatory inclinations, depression is positively associated with support for election violence and the January 6 Capitol riots. The participatory inclination dynamic is particularly strong for men. Our findings reveal how the intersection of two concerning features of American society—poor mental health and conspiratorial beliefs—strongly relate to another feature: support for political violence. The results also make clear that interventions aimed at addressing depression can potentially have substantial political consequences.