Childhood depressive conditions have been explored from multiple theoretical approaches but with few empirical attempts to address the interrelationships among these different domains and their combined effects. In the present study, the authors examined different pathways through which social, cognitive, and genetic risk factors may be expressed to influence depressive symptoms in 300 pairs of child twins from a longitudinal study. Path analysis supported several indirect routes. First, risks associated with living in a step- or single-parent family and punitive parenting did not directly influence depressive outcome but were instead mediated through maternal depressive symptoms and child negative attributional style. Second, the effects of negative attributional style on depressive outcome were greatly exacerbated in the presence of precipitating negative life events. Third, independent of these social and cognitive risk mechanisms, modest genetic effects were also implicated in symptoms, with some indication that these risks are expressed through exposure to negative stressors. Together, these routes accounted for approximately 13% of total phenotypic variance in depressive symptoms. Theoretical and analytical implications of these results are discussed in the context of several design-related caveats.