In this longitudinal study, we examined whether certain types of stressful events and how individuals respond to these events would explain gender differences in depressive symptoms among adolescents. We hypothesized that certain stressful events would mediate the relationship between gender and depressive symptoms. We also hypothesized that individual differences in emotional reactivity would impact part of this relationship. Lastly, we examined whether gender differences in early childhood temperament might explain gender differences in emotional reactivity in adolescence. We examined these hypotheses in a sample of 315 adolescents (51% females; 93% Caucasian; 3% African-American; and 1% each Hispanic, Asian-American, and Native American) participating in a longitudinal study of child development since birth. We used multiple regression and constrained nonlinear regression to analyze the data. Results indicated that stressful events significantly mediated gender differences in depression, and that individual differences in emotional reactivity to these stressors significantly moderated the relationship between stress and depression. We also observed significant gender differences in emotional reactivity to these stressors; temperamental differences in withdrawal negativity in infancy were marginally significant in mediating gender differences in emotional reactivity to stress in adolescence.