Why did the African Americans find times during the Depression harder?

The main reason is racism. There was intense competition for the very few jobs, and in most cases black people had no chance at all of being hired. In a job market where workers were needed, black people had a chance despite racism because the employers would be willing to overlook race in order to meet demand. During the Depression, there was no demand, so very few workers were hired.

This extended to most areas of life. Black people would not be allowed to rent apartments because it was assumed they would not pay the rent. Black people would not have been given charity at most institutions (ie soup kitchens) because the people would give preference to white people.

Basically, anyway in which discrimination could happen, it would be intensified due to the intense conditions. Please bear in mind however that this was not true in all areas, and in fact conditions were already this bad in many places before the Depression.

An Excellent look at the conditions for black people in the time period between Emancipation and the Civil Rights war can be found in the book "Don't Know Much About History" by Kenneth C. Davis.