Background: The high comorbidity between depressive and anxiety disorders, especially among females, has called into question the independence of these two symptom groups. It is possible that childhood anxiety typically precedes depression in girls. Comparing of the predictive utility of symptoms of anxiety with the predictive utility of symptoms of depression from early childhood to early adolescence is needed to test this hypothesis. Methods: Data from a population-based sample of 2,451 girls were used to examine age-related changes and year-to-year stability within and across symptoms of major depression, separation anxiety, and generalized/social anxiety by maternal report from ages 6 to 12. In addition, the predictive utility of symptoms of major depression, separation anxiety, and generalized/social anxiety at ages 7-10 years of age to depressive disorders at ages 11-13 was tested. Results: Symptoms of separation anxiety demonstrated a linear decrease, depression symptoms a linear increase and symptoms of generalized/social anxiety an increase from 6-8, a plateau 8-10, followed by a decrease from 10-12 years. Year-to-year changes in symptoms of major depression were best predicted by depressive symptoms in the previous year, although a small amount of additional variance was accounted for by separation anxiety symptoms in early childhood and generalized/social anxiety symptoms in mid to later childhood. Age 8 was the earliest age from which depressive disorders in early adolescence could be predicted from symptoms of depression and generalized social anxiety. Conclusions: Homotypic continuity of depression and anxiety symptoms from early childhood to early adolescence is more common in girls than heterotypic continuity. Some additional information about year-to-year changes in depression symptoms and later depressive disorder is gained by assessing anxiety symptoms. Depressive symptoms themselves, however, appear to be the strongest and most reliable predictor of later depression.