© 2015, Springer Science+Business Media New York. We (1) review empirical studies that report findings regarding putative protective mechanisms when exposed to risk of depression in African American and Hispanic adolescents; (2) identify key protective mechanisms for different risk contexts that garner empirical support; (3) synthesize the mechanisms identified as protective against depression among racial/ethnic minority adolescents; and (4) discuss improved methods for advancing understanding of resilience against depression in minority youth. The studies were selected from PsycINFO searches that met the following inclusion criteria: participants between 12 and 21 years of age, inclusions of racial/ethnic minority members, examining protection through an interaction with a risk factor, and outcome measures of depression, depressed mood, or depressive symptomatology. We found 39 eligible studies; 13 of which included multiple racial/ethnic groups. The following were supported as protective mechanisms, at least preliminarily, for at least one racial/ethnic group and in at least one risk context: employment, extracurricular activities, father–adolescent closeness, familism, maternal support, attending predominately minority schools, neighborhood composition, non-parent support, parental inductive reasoning, religiosity, self-esteem, social activities, and positive early teacher relationships. To investigate protective mechanisms more comprehensively and accurately across individual, social, and community levels of influence, we recommend incorporating multilevel modeling or multilevel growth curve analyses and large diverse samples.