Food insecurity has been linked to poor physical and mental health as well as HIV risk behaviors. While prior research has shown that drug users are prone to food insecurity it is unclear if drug use exacerbates the physical and psychosocial consequences. A sample of women who used drugs (DU; specifically heroin and cocaine) and women who did not use drugs (NDU) were examined to determine if the relationship between food insecurity and depression varied by drug use status. Approximately 29% (n = 128) of the total sample experienced food insecurity. DU women were more likely to be food insecure. There were no differences in receiving food stamps. After controlling for demographics and receiving food stamps, a significant association between food insecurity and depression existed for both DU and NDU women. The strength of this association was approximately double for NDU women. The study results suggest that it is critical to integrate mental health, food assistance, and other services.