This study examined whether commonly used social class indicators (occupational prestige, education, and income) had direct or indirect effects on mental health, and whether these relationships varied by gender, race, or family structure. To this end, 597 working-class participants were interviewed in the months before they had a child. Findings indicated that income, and not occupational prestige or education, had a direct effect on mental health, in that it was related to fewer depressive symptoms. Additionally, education and race interacted, such that for People of Color, more education was related to more depressive symptoms. Furthermore, occupational prestige and education, and not income, had indirect effects on mental health through job autonomy, such that higher prestige and education were related to more job autonomy, which in turn was related to fewer depressive symptoms. However, after examining the moderating influence of race and family structure, these indirect effects were only significant for Whites and married participants, with null or opposite effects for People of Color, cohabiters, and single participants. The findings highlight the importance that social divisions play in creating disparate experiences in society.