It has been reported that the period of medical training is seen to be stressful which is further increased during the residency training. Significant among the psychological problems of resident doctors emanating from high level of stress include depression, alcohol use problems. There is inadequate work on the influence of socio-demographic variables on depression and alcohol use problems among Nigerian doctors. Aims and Objectives The aim of this study was to determine and compare the prevalence of depression among resident doctors in a training health institution in Nigeria with that of the non-resident doctors working in hospitals under the hospital management boards (HMB) located in three States (Abia, Imo, and Enugu) in South Eastern part of the Country. The effect of socio-demographic variables on the diagnosis of depression and alcohol use problems as well as the relationship between the severity of depression with alcohol use problems among all the doctors were examined in this study. Method The study was a cross sectional survey of three hundred resident doctors working at University of Nigeria Teaching Hospital Ituku-Ozalla (UNTH), Enugu State; and one hundred and fifty non-resident doctors working at hospitals under Imo, Abia, and Enugu States Hospital Management Boards (HMB). The ethical approval was obtained from the institutions concerned. Written and informed consent was obtained from the doctors and they were assured of confidentiality and the safety of the data collected. All the resident doctors in the various departments of University of Nigeria Teaching Hospital Ituku-Ozalla and non-resident doctors in hospitals under Abia, Imo, and Enugu HMB respectively at the time of the study were involved. The participants completed the Socio-demographic questionnaire, Beck’s depression inventory (BDI), Alcohol Use Disorder Identification Test (AUDIT), and were then interviewed with the depressive and alcohol abuse and dependence modules of Mini International Neuropsychiatric Interview (M.I.N.I). The severity of depression in these doctors was assessed with Beck’s Depression Inventory (B.D.I). This assessment of severity of depression in these doctors was based on the scoring pattern in B.D.I. which includes: 1- 10 (nil depression); 11 -16 (mild depression); 17 – 20 (borderline depression); 21-30 (moderate depression); and > 30 (severe depression). The Statistical Package for Social Sciences (SPSS) was used to analyse the data collected and Simple frequency table used. Further analysis of data was carried out using Chi-square test, Independent Sample t-test, and Logistic regression. Results The prevalence of depression was found to be 17.3% in resident doctors and 1.3% in non- resident doctors. This finding was found to be statistically significant (p = 0.000). Higher proportion (19.6%) of female resident doctors had diagnosis of depression when compared with the male (16.3%) resident doctors. This was comparable to findings in several studies with results of more depression in the females. However, the maginal difference in the proportion of females to