Cognitive models of depression have been well supported with adults, but the developmental origins of cognitive vulnerability are not well understood. The authors hypothesized that temperament, parenting, and negative life events in childhood would contribute to the development of cognitive style, with withdrawal negativity and negative parental feedback moderating the effects of negative life events to predict more depressogenic cognitive styles. These constructs were assessed in 289 children and their parents followed longitudinally from infancy to 5th grade; a subsample (n = 120) also participated in a behavioral task in which maternal feedback to child failure was observed. Results indicated that greater withdrawal negativity in interaction with negative life events was associated with more negative cognitive styles. Self-reported maternal anger expression and observed negative maternal feedback to child's failure significantly interacted with child's negative events to predict greater cognitive vulnerability. There was little evidence of paternal parenting predicting child negative cognitive style.