There is evidence that females display higher levels of depressive symptoms and disordered eating than males from adolescence onward. This study examined whether different risk factors and their interaction with sex (moderator effect) prospectively predicted depressive symptoms and disordered eating in adolescents. A total of 415 female adolescents and 413 male adolescents were evaluated at 2 different times: In the first evaluation (T1) the mean age of the participants was 12.8 years, and in the second evaluation (T2) it was 14.9 years. Differences between sexes were observed in relation to depressive symptoms at T2 and in disordered eating at T1 and T2. Body dissatisfaction was a significant predictor of both depressive symptoms and disordered eating. In addition, moderation tests indicated that the interaction between self-esteem and sex and the interaction between body mass index and sex significantly predicted depressive symptoms and disordered eating, respectively. (Contains 3 tables.)