Relatively little scholarly attention has been given to incorporating geographic principles into investigations of behavioral health intervention efficacy—where, and why, a behavioral health intervention might be more effective in one place versus another. We address this research gap by leveraging data from a randomized controlled trial in a post-hoc analysis to investigate whether socioeconomic deprivation in the residential neighborhood moderates the efficacy of a text-message-delivered (mHealth) depression intervention targeted toward young adults. Ninety-seven participants were recruited from social media sources, randomly assigned to the treatment or control condition, and assessed for depression symptoms and related outcomes at baseline, one month, two months (immediately following treatment completion), and three months. We find that intervention effects for reducing depression symptoms were stronger among participants residing in neighborhoods with higher, as compared to lower, socioeconomic deprivation (β = −0.208, p = 0.013, 95 percent CI [−0.372, −0.044]). Similarly, stronger intervention effects for enhancing behavioral activation (β = 0.150, p = 0.028, 95 percent CI [0.016, 0.284]) and for reducing cognitive distortion (β = −0.476, p = 0.002, 95 percent CI [−0.777, −0.175]), malleable behaviors and thinking processes intended to lessen depression, were found for residents of higher deprivation neighborhoods. We speculate these results reflect an enhanced ability to intervene in processes of self-regulation among those living in higher deprivation neighborhoods, which might stem from the experience of chronic stress in such settings, thus resulting in greater receptivity to intervention components that reduce depressive symptoms. These findings could facilitate geographic targeting to enhance intervention efficacy and guide geographically informed health interventions tailored to specific environmental conditions.