Comorbid depression and overweight or obesity increase risk for developing many chronic diseases. Investigating men of color without using a non-Hispanic White male reference group will capture a more nuanced picture of how socio-demographic factors contribute to increased risk for comorbid depression and overweight or obesity among and between men of color. This study used the U.S.-based 2014 National Health Interview Survey (n = 1363) in May 2018 to examine associations between race/ethnicity and comorbid overweight or obesity and depression in men. Men were more likely to be obese or overweight and depressed if they were older (31-54 years old and 55+) [OR = 2.387, 95% CI: 1.526, 3.873, p = 0.000; OR = 2.220, 95% CI: 1.355, 3.635, p = 0.002], Black [OR = 2.745, 95% CI: 1.622, 4.646, p < 0.001], Hispanic [OR = 2.967, 95% CI: 1.762, 4.995, p < 0.001], or earned $35,000-$74,999 [OR = 1.987, 95% CI: 1.255-3.152, p = 0.004]. We identified socio-demographic sub-groups of men at increased risk for comorbid depression and overweight or obesity. Examining intra-group differences among men of color will help clinicians and researchers to address more nuanced socio-demographic characteristics of groups of men who are more at risk for developing a chronic disease.