Davidson’s (1998) theory predicts that low behavioral activation system (BAS) sensitivity is linked to depressive symptoms. Empirical findings, however, have been ambiguous, and few studies have investigated this relationship in youth. Additionally, there has been little investigation of potential moderators of this relationship. This study examined the relationship between affective style and depressive symptoms among youth of a North American Plains tribe, and the potential moderating effects of cultural identity, grade level, and BIS. Surveys were completed by 151 adolescents in grades 7 through 12. Results indicated that BAS and Native Cultural Identification were each significantly associated with depression. However, the relationship between BAS and depression depended on cultural identification, grade level, and perhaps BIS. Overall, these findings provide support for the roles of affective style, cultural identification, and grade level in youth depression amongst Native Americans.