After centuries of neglect, the causes and effects of mental illness have begun being scientifically studied and treated in recent decades. While corollary links exist between mental health and demographic factors like race, gender, income, and age, there has yet to be a causal relationship demonstrated between being uninsured and higher likelihood of having a symptomatic depressive disorder. The present study hypothesized that uninsurance causes higher depression scores due to lack of access to care and the psychological weight of uncertainty surrounding future medical costs. Using data from the NHANES and hospital utilization and Medicare eligibility as instruments for insurance status, we conducted two-stage least squares regression on the effects of insurance status on scoring on the PHQ-9 depression screener and whether someone had seen a mental healthcare provider within the last year. We found a statistically and substantively significant link between insurance status and depression scores (p=0.041). We found no significant link between insurance status and mental healthcare visits (p=0.275). We infer from these findings that the psychological effects of uncertainty, rather than lack of access to care, is the root cause of the increased depression scores.