The current study tested the vulnerability and sex differences hypotheses of the response styles theory of depression (Nolen-Hoeksema, 1991). Participants included 494 tenth-grade students (M = 15.25 years, SD = 0.47) recruited from two secondary schools in Beijing, China. Participants completed self-report measures assessing rumination and neuroticism as well as a semistructured clinical interview assessing current and past clinically significant depressive episodes. Higher levels of rumination were associated with a greater likelihood of exhibiting both a current depressive episode and a past history of depressive episodes even after controlling for neuroticism. Higher levels of rumination were also associated with greater severity and duration of current depressive episodes and greater severity of past depressive episodes even after controlling for neuroticism. Contrary to the sex differences hypothesis of the response styles theory, girls and boys did not differ in levels of rumination.