Background and Objectives: Although heavy drinking is considered a health risk, research demonstrates that some adults turn to alcohol in an effort to manage disabling stress or mental health problems. Race and nativity may be associated with such decisions to self-medicate with alcohol. This study identified and compared links between problem drinking and social structural and mental health-related factors for four race-nativity groups. Methods: Using data from the 2009 National Health Interview Survey, the final sample comprised 7,905 US-born Whites, 390 foreign-born Whites, 2,110 US-born Blacks, and 193 foreign-born Blacks. Investigated were the social structural variables of demographic factors (age, gender), socioeconomic status (employment, income, education), and social integration factors (family size, living with a partner). Mental health-related variables included chronic mental illness and access to and use of mental health services. Results: Overall, both types of variables were found to be associated with large-quantity drinking and frequent binging, with the strength of association varying - for some factors - by race and/or nativity. Further, the findings indicated that, in the presence of chronic mental illness, both US- and foreign-born Black Americans engaged in relatively frequent binge-drinking when health-care variables were controlled. Conclusions and Scientific Significance: These results underscore the need for mental health professionals to identify co-occurring mental illness and alcohol abuse among Black clients and, where it is found, to seek the root causes of the persistent stress that tends to accompany this co-occurrence.