Research on psychosocial correlates of depression and social anxiety often has not accounted for their comorbidity. Differentiating correlates of depression and social anxiety may inform the development of comorbidity models. Building on research linking both disorders to interpersonal dysfunction, this study examined interpersonal correlates of depressive symptoms and social anxiety in nonreferred early adolescent (M age = 13.46) girls (n = 83), controlling for comorbid symptoms. Although both showed significant bivariate correlations with peer and family variables, partial correlations revealed that social anxiety (controlling for depressive symptoms) was more strongly related to peer variables (e.g., social competence and trust and communication in friendships), whereas depressive symptoms (controlling for social anxiety) were more strongly related to family variables (e.g., lower trust and greater alienation and conflict). Comorbid girls showed heightened peer and family alienation compared to purely dysphoric or anxious girls. Implications for casual models of comorbidity and for understanding poorer outcomes associated with comorbidity and discussed. (Contains 4 tables and 2 footnotes.)