The interplay between intrapersonal risk (low self-esteem, perfectionism and body dissatisfaction) and interpersonal protection (social support) appears relevant for delineating gender-specific pathways that lead to both depressive and eating psychopathology. The aims of this longitudinal study were to examine gender differences in the levels of depressive symptoms, disordered eating and the co-occurrence of both problems from preadolescence to mid-adolescence and to identify gender-specific risk and protective factors of depressive symptoms and disordered eating. A Spanish community-based sample initially comprising 942 early adolescents (49% females) was assessed at baseline (T1; X [subscript age] = 10.8 years) and at 2 and 4-year follow-up (T2 and T3). Gender differences emerged at T2 for disordered eating and at T3 for depressive symptoms and for co-occurring depressive symptoms and disordered eating. Predictors of depressive symptoms were body dissatisfaction, low self-esteem and fear of getting fat, for girls, and body dissatisfaction and low self-esteem, for boys. Predictors of disordered eating were body dissatisfaction, depressive symptoms, BMI and perfectionism, for girls, and low social support and BMI, for boys. In addition, for boys only, social support moderated the effect of body dissatisfaction on depressive symptoms and the effect of depressive symptoms on disordered eating. The hypotheses of the study were partially supported. Clinical implications are derived regarding the components that should be included in programs for preventing depression and eating disorders in both girls and boys.