This longitudinal study examined the interactive effects of depressive attributional style and multiple domains of perceived competence on depressive symptoms among 431 adolescents. Our structural equation modeling with latent factor interactions indicated that (1) for girls with a higher depressive attributional style, lower perceived competence in physical appearance was predictive of depressive symptoms over a 2.5 year period, and (2) regardless of gender, among adolescents with a higher depressive attributional style, lower athletic competence was predictive of higher depressive symptoms 6 months later, which in turn were related to higher depressive symptoms 2 years later. Significant main effects suggested that lower levels of perceived social acceptance were associated with higher subsequent levels of depressive symptoms but only for boys. These findings have implications for understanding the roles of perceived competence and attributional style in predicting depressive symptoms among adolescent girls and boys.