The current study tested the prospective relations (6-month lag) between three aspects of the parent-child relationship at Time 1 (T1) and adolescents' explanatory styles at Time 2 (T2): caregiving behaviors, parents' explanatory style for their own negative events, and parents' explanatory style for their children's negative events. The sample included 129 adolescents aged 11 to 14 years at baseline and their parents. Adolescents reported on their own explanatory style and their parents' caregiving behaviors; parents self-reported on their caregiving behaviors and their explanatory style for their own and their children's events. Regression analyses identified maternal acceptance as a significant predictor of T2 adolescents' explanatory style. Marginal effects emerged for fathers' psychological control and fathers' explanatory style for their children's events. Findings suggest that the ways parents--especially mothers--interact with their children may play a role in adolescents' cognitive vulnerability to depression.