Little is known about the impact of the relational context of adolescent sexual activity on depressive symptoms. The present study examined trajectories of depressive symptoms among 6,602 adolescents (44% male, 60% White) taken from a nationally representative study (Add Health). Sexually active youth in romantic and casual relationships were first compared to virgins and then to each other by relational context. Longitudinal, multilevel models examined differences in the course of depressive symptoms based on sexual activity separately by gender and age group (ages 12-14 and 15-18). Results indicated that when compared to virgins, any differences in depressive symptoms by relational context of sex were present prior to youth's sexual debut. The few significant differences found between youth who had sex in romantic relationships verses those who had casual sex were present before sexual initiation and not maintained over time, suggesting that casual sex in adolescence is not associated with long-term risks for depressive symptoms.