The hopelessness theory, Beck's cognitive theory, and the response styles theory dominate our understanding and the treatment of depression in adolescents. However, research supporting them is largely based on White individuals. Further, the associations between stressors, cognitive vulnerabilities, and depressive symptoms in Black adolescents are not as one would expect based on the predictions from those theories. Both raise the question of if and to what degree these theories and previous findings can be generalized to Black adolescents. Additionally, without a theoretical basis, clinicians regularly use interventions developed based on one theory to influence vulnerabilities described in another theory. Thus, the purpose of our study was to examine the structure of an integrated cognitive stress-vulnerability model as well as the strengths of associations between stressors, cognitive vulnerabilities, and depressive symptoms in Black and White adolescents. In our study, 295 Black (37% female) and 213 White (49% female) ninth-grade students from a public high school participated. Network analyses demonstrated that the three original cognitive theories of depression can and should be integrated and that each variable we examined is comparably relevant for Black and White adolescents. At the same time, the structure of the two integrated networks differed significantly among Black and White adolescents, exhibiting specific distinctions at four edge levels. Furthermore, the predictability of the network is notably lower for Black adolescents than for White adolescents. Important theoretical and clinical implications can be derived.