The concept of cognitive bias is embedded in cognitive-behavioral theorizing, and treatment, of depression. Moore and Fresco (2007) were the first to examine this issue in the context of the etiology of depression by studying the accuracy of attributional style. One hundred and five predominantly Caucasian students from the Midwestern U.S. and 105 predominantly African American students from the Southern U.S. completed measures assessing attributional style, dysphoria, and attributional accuracy. Results partially replicated the work of Moore and Fresco (2007). Both samples found evidence of bias in those at risk for depression, consistent with Moore and Fresco (2007). However, the two samples were not consistent with regard to participants who were not at risk for depression and in dysphoric participants. Future work is clearly needed, but the available evidence suggests that pessimistic bias in those at risk for depression is a generalizable phenomenon.