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Depression can affect individuals’ attitudes by enhancing cognitive biases and altering perceptions of risk. Some evidence suggests an association between depression and violence. This linkage, however, is undertheorized and tentatively empirically supported, with little attention to conditions impacting the relationship. The authors investigate whether and how depressive symptoms influenced Americans’ attitudes regarding domestic extremist violence surrounding the 2020 election and the January 6th US Capitol riot. They develop a theory regarding the circumstances under which depression will be positively associated with supporting political violence. They posit that it depends on efficacy, conspiracy beliefs, and their combination. The researchers test their theory using a two wave national survey, from November 2020, and January 2021. They find that among those who are efficacious and/or hold conspiracy beliefs, depression is positively associated with support for the Capitol stormers and election violence. The researchers’ findings make clear that interventions aimed at addressing depression can have political consequences.