This study prospectively examined the role of attributional style and perceived parental support as intrapersonal and interpersonal risk and resilience factors to increases in depressive symptoms in the face of stress with a sample of 497 middle school students. Results demonstrated that boys with a pessimistic attributional style and low or moderate levels of parental support had higher levels of depressive symptoms than boys with high levels of support under high levels of stress but not under low levels of stress. Girls with a pessimistic attributional style and low or moderate levels of perceived parental support had higher levels of depressive symptoms than those with an optimistic attributional style, regardless of the level of stress. These results highlight the need to consider more complex models with multiple moderators, such as cognitive styles and parental support, as well as gender differences, in understanding the development of depressive symptoms in early adolescence.