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Background: Genome-wide association studies (GWAS) have made little progress in identifying variants linked to depression. We hypothesized that examining depressive symptoms and considering gene-environment interaction (GxE) might improve efficiency for gene discovery. We therefore conducted a GWAS and genome-wide by environment interaction study (GWEIS) of depressive symptoms., Methods: Using data from the SHARe cohort of the Women's Health Initiative, comprising African Americans (n = 7,179) and Hispanics/Latinas (n = 3,138), we examined genetic main effects and GxE with stressful life events and social support. We also conducted a heritability analysis using genome-wide complex trait analysis (GCTA). Replication was attempted in four independent cohorts., Results: No SNPs achieved genome-wide significance for main effects in either discovery sample. The top signals in African Americans were rs73531535 (located 20 kb from GPR139, P = 5.75 × 10(-8) ) and rs75407252 (intronic to CACNA2D3, P = 6.99 × 10(-7) ). In Hispanics/Latinas, the top signals were rs2532087 (located 27 kb from CD38, P = 2.44 × 10(-7) ) and rs4542757 (intronic to DCC, P = 7.31 × 10(-7) ). In the GEWIS with stressful life events, one interaction signal was genome-wide significant in African Americans (rs4652467; P = 4.10 × 10(-10) ; located 14 kb from CEP350). This interaction was not observed in a smaller replication cohort. Although heritability estimates for depressive symptoms and stressful life events were each less than 10%, they were strongly genetically correlated (rG = 0.95), suggesting that common variation underlying self-reported depressive symptoms and stressful life event exposure, though modest on their own, were highly overlapping in this sample., Conclusions: Our results underscore the need for larger samples, more GEWIS, and greater investigation into genetic and environmental determinants of depressive symptoms in minorities., (© 2016 Wiley Periodicals, Inc.)