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This research set out to identify pathways from vulnerability and stressors to depression in a global population of young athletes. Retrospective data were collected at age 18–19 years from Athletics athletes (n = 1322) originating from Africa, Asia, Europe, Oceania, and the Americas. We hypothesised that sports-related and non-sports-related stressors in interaction with structural vulnerability instigate depression. Path modelling using Maximum likelihood estimation was employed for the data analysis. Depression caseness and predisposition were determined using the WHO-5 instrument. Thirty-six percent of the athletes (n = 480) returned complete data. Eighteen percent of the athletes reported lifetime physical abuse, while 11% reported sexual abuse. Forty-five percent of the athletes had recently sustained an injury. The prevalence of depression caseness was 5.6%. Pathways to depression caseness were observed from female sex (p = 0.037) and injury history (p = 0.035) and to predisposition for depression also through exposure to a patriarchal society (p = 0.046) and physical abuse (p