The present study investigates the moderating effects of physical and academic self-concept on depression among children who experienced the death of a family member. Data from Phase III of the National Institute of Child Health and Human Development Study of Early Child Care was used in the present study. Having a higher physical self-concept moderated the relationship between death of a family member and depression. However, an unexpected relationship indicated that having higher math self-concept increased the probability of developing symptoms of depression. Interventions that target children's self-concept, especially physical self-concept, after a death in the family may result in fewer depression symptoms later in life. (Contains 4 tables and 2 figures.)