This study investigated psychosocial mechanisms that may account for sex differences in internalizing symptoms of depression and anxiety during adolescence using data from a prospective, multiwave study with a sample of early and middle adolescents (N = 350, 6th to 10th graders; 57% female). Girls showed higher initial levels of only depressive symptoms, not anxious arousal, and increasing trajectories of depressive and anxious arousal symptoms over time compared with boys after controlling for age. Initial levels of depressive symptoms were mediated by a Rumination x Stressors interaction as well as a Negative Cognitive Style x Stressors interaction. The Negative Cognitive Style x Stressors interaction and Rumination x Stressors interaction partially accounted for girls' increasing trajectories of depressive and anxious arousal symptoms over time. (Contains 3 tables.)