Depressive symptoms affect around half of students at some point during college. According to the hopelessness theory of depression, making negative inferences about stressful events is a vulnerability for developing depression. Negative and socio-emotional teaching behavior can be stressors that are associated with depression in school students. First-time college freshmen completed the Cognitive Style Questionnaire (CSQ), Teaching Behavior Questionnaire (TBQ), and Center for Epidemiological Studies Depression Scale (CES-D). While completing the TBQ, participants reported on a teacher from prior education to college. Multiple regression analysis found significant effects of the independent variables (four teaching behavior types, inferential style, and interactions between the four teaching behavior types and inferential style) on the dependent variable (depressive symptoms). More specifically, negative and socio-emotional teaching behavior were positively associated with depressive symptoms and instructional and organizational teaching behavior were negatively associated with depressive symptoms. Both organizational and negative teaching behavior interacted significantly with inferential style. Organizational and negative teaching behavior shared different relationships with depressive symptoms depending upon an individual's level of inferential style. Promotion of instructional and organizational teaching behavior in school as well as the reduction of negative teaching behavior may be useful in reducing students' depressive symptoms.