In Dodge's model of "social information processing" depression is the result of a linear sequence of five stages of information processing ("Annu Rev Psychol" 44: 559-584, 1993). These stages follow a person's reaction to situational stimuli, such that each stage of information processing mediates the relationship between earlier and later stages. Because support for the social information processing model of depression has mainly come from retrospective examination of the literature ("Annu Rev Psychol" 44: 559-584, 1993), we conducted a three wave prospective study including 92 adolescents without lifetime or current depression. Depressive symptoms and information processing were assessed by using well established measures employed in previous studies. The social information processing model was supported by cross-sectional results of our study. Based on prospective data we could only partially support the mediation hypotheses of the model. We discuss our unexpected results in light of limitation, including applied measures and sample characteristics.