<span class="paragraphSection"><div class="boxTitle">Abstract</div>Using a random sample of 1,435 Ukrainian and Russian respondents, this study integrates the predictions of Agnew’s macro-level strain theory (MST) and general strain theory (GST). Specifically, it seeks to identify possible interactive effects of context—community-level strain, negative affect and religiosity—and individual strain-related variables on personal criminal involvement and depressive symptoms. Findings provide evidence of individual-level processes described by GST, revealing a relationship between personal strain and both criminal involvement and depression. However, community-level strains, anger and religiosity appear unrelated to individual behaviour, whether as direct predictors of crime or as moderators of the strain–crime relationship. The only statistically significant contextual effect uncovered by the study is the association between community disorder and depression. These findings highlight areas in need for further refinement in GST and MST, and they offer several insights into the cultural limitations of a different theoretical framework, the concentrated disadvantage paradigm.</span>