To provide further insight into stress generation patterns in boys and girls around puberty, this study investigated longitudinal reciprocal relations between depressive symptoms, dysfunctional attitudes, and stress generation, the process by which individuals contribute to the occurrence of stress in interpersonal contexts (e.g., problematic social interactions) or in noninterpersonal contexts (e.g., achievement problems). A community sample of N = 924 German children and early adolescents (51.8% male) completed depressive symptoms and dysfunctional attitudes measures at T1 and again 20 months later (T2). Stressful life events were reported at T2. Dysfunctional attitudes were unrelated to stress generation. Interpersonal, but not noninterpersonal, dependent stress partially mediated the relationship between initial and later depressive symptoms, with girls being more likely to generate interpersonal stress in response to depressive symptoms. Findings underscore the role of interpersonal stress generation in the early development of depressive symptomatology, and in the gender difference in depression prevalence emerging around puberty.