A theoretical model of gender differences in depressive symptoms during adolescence was evaluated using data from Waves I and II of the National Longitudinal Study of Adolescent Health. The theoretical model under examination was primarily informed by the gender-additive model of gender differences in depressive symptoms during adolescence proposed by Stice and Bearman. In the model, it was posited that body mass index would be associated with perceiving oneself as overweight, which would then lead to a higher probability of dieting, which would be associated with greater depressive symptoms. Participants were 10,864 male and female adolescents. Gender did not moderate any of the model pathways, but mediation analysis indicated that gender differences in changes in depressive symptoms were mediated by perceived weight status and dieting. Findings suggest that one explanation for girls' higher depressive symptoms in adolescence relative to boys is girls' greater tendencies to perceive themselves as overweight and to diet.