- Drawing from the field of cognitive vulnerability to depression, we hypothesized that in persistent psychosis, perception of the self as ill interacts with illness-related stress to predict depressive symptoms. Fifty-five patients with dual diagnosis (i.e., psychosis and substance abuse disorder) participating in a community-based intervention were assessed as to their depressive symptoms, perception of the self as ill, and illness-related stress focusing on stigmatization and exposure to community violence. As expected, illness-related stress predicted depressive symptoms under high, but not low, levels of the experience of the self as ill. These effects were obtained when both hopelessness depression symptoms and “regular” depressive symptoms were examined. Findings encourage further application of the field of cognitive vulnerability to depression in psychosis research and treatment.