The National Institute of Mental Health has called for translational research linking basic knowledge about vulnerabilities that underlie mood disorders to the development of effective preventive interventions. This paper highlights research about risk factors for depression in children and adolescents and links it to current knowledge about interventions aimed at preventing depression in youth. Basic epidemiologic and clinical research indicates that increased risk for depression is associated with being female; a family history of depression, particularly in a parent; subclinical depressive symptoms; anxiety; stressful life events; neurobiological dysregulation; temperament/personality (e.g., neuroticism); negative cognitions; problems in self-regulation and coping; and interpersonal dysfunction. These vulnerabilities both increase individuals' chances of encountering stress and decrease their ability to deal with the stress once it occurs. Although several existing depression-prevention studies have targeted one or more of these risk factors, the efficacy of these various prevention programs for youth with different combinations of these risk factors needs to be investigated further. Most existing depression-prevention programs in youth have used cognitive-behavioral techniques, with some success. Other depression-prevention strategies have included training in coping, social problem solving, social skills, communication skills, and parenting. A comprehensive prevention program is recommended that includes multiple intervention components, each of which addresses risk and protective factors across different domains and levels of analysis.