Does anxiety lead to depression more for girls than for boys? This study prospectively examines gender differences in the relationship between anxiety and depressive symptoms in early adolescence. One hundred thirteen 11- to 14-year-old middle school students complete questionnaires assessing depressive symptoms and three dimensions of anxiety (worry and oversensitivity, social concerns and concentration, and physiological anxiety) as well as total anxiety symptoms at an initial assessment and 1 year later. Total anxiety and worry and oversensitivity symptoms are found to predict later depressive symptoms more strongly for girls than for boys. There is a similar pattern of results for social concerns and concentration symptoms, although this does not reach statistical significance. Physiological anxiety predicts later depressive symptoms for both boys and girls. These findings highlight the importance of anxiety for the development of depression in adolescence, particularly worry and oversensitivity among girls. (Contains 1 note, 2 tables and 2 figures.)