This study evaluates a pathway for depressive risk that integrates cognitive diathesis-stress and stress-generation theories, following Hankin and Abramson's (2001, Journal of Clinical Child and Adolescent Psychology, 31(4), 491-504) elaborated cognitive-diathesis transactional stress model. In this model, young adolescents with initial depressive symptoms were hypothesised to experience later stressors that were at least partly dependent on their behaviour. The interaction of cognitive vulnerability, a tendency to make depressogenic attributions and to ruminate, with these dependent stressors was then hypothesised to predict depressive symptoms after 6 months. This model was supported in a sample of 756 young adolescents, with cognitive style and dependent stressors partly mediating the relationship between initial and subsequent depressive symptoms. Cognitive vulnerability was also linked with an increased likelihood of dependent stressors.