Abstract: Multiple studies have demonstrated that behaviors expressed on online social media platforms can indicate the mental health state of an individual. The widespread availability of such data has spurred interest in mental health research, using several datasets where individuals are labeled with mental health conditions. While previous research has raised concerns about possible biases in models produced from this data, no study has investigated how these biases manifest themselves with regards to demographic groups in data, such as gender and racial/ethnic groups. Here, we analyze the fairness of depression classifiers trained on Twitter data with respect to gender and racial demographic groups. We find that model performance differs for underrepresented groups, and we investigate sources of these biases beyond data representation. Our study results in recommendations on how to avoid these biases in future research.