Despite the well-known relevance of comorbidity, few studies have examined the impact of comorbid anxiety or externalizing symptoms on the prevention of depressive symptoms in adolescents. To replicate earlier positive effects of a cognitive-behavioral prevention program of depressive symptoms and to test the hypothesis that the prevention program would be less effective in adolescents with comorbid anxiety and externalizing symptoms, the authors conducted a study involving 301 8th-grade students randomly divided into an intervention group and a nonintervention control group. The randomized design included baseline, postintervention, and 6-month follow-up. The prevention program included 10 sessions held in a regular school setting. The prevention program showed positive effects on depressive symptoms independent of comorbid symptoms. These effects were found mainly with girls independent of their depressive symptoms at baseline, and in part with boys with less severe depressive symptoms at baseline. It is surprising that negative effects of the prevention program on depressive symptoms were found on the depression of boys with more severe depressive symptoms at baseline. The prevention program's low rate of attrition and high recruitment rate support the generalizability of the results.