Objective: Previous research has underscored the link between allostatic load—a comprehensive indicator of the cumulative physiological burden of chronic stress—and depression. However, there remains a significant gap in understanding how this relationship may differ across race and sex intersectional groups. This study aimed to investigate variations in the association between elevated allostatic load (AL>4) and depression among different race-sex intersectional groups within the general population. Methods: This cross-sectional secondary analysis utilized data from the National Health and Nutrition Examination Survey (NHANES) spanning 2005-2018. The analysis included variables such as race, sex, age, socioeconomic status, depression (measured via the Patient Health Questionnaire - PHQ), and allostatic load. Linear regression analyses were conducted to examine the interactions between race and sex with allostatic load, focusing on the likelihood of high depression as the outcome. Results: Across the pooled sample, an allostatic load greater than 4 was significantly associated with increased depression. Notably, an interaction effect was observed between race and AL>4 on depression among women, indicating that non-Hispanic Black women with a high allostatic load exhibited more pronounced depressive symptoms (Beta: 1.09, CI: 0.02-2.61). Conversely, among men, allostatic load greater than 4 neither correlated with nor interacted with race to influence depression levels. Conclusion: The study highlights the critical need to consider allostatic load as a key target for interventions that aim to reduce depression among Black women. These findings underscore the necessity for customized intervention strategies that address the nuanced race-sex disparities in the impact of allostatic load on mental health across populations.