We analysed the mediational role of the personality dimensions of sociotropy and autonomy in the relationship between certain styles of attachment and depressive symptoms. In order for us to do so, a group of university students filled out the Beck Depression Inventory (BDI), the Revised Personal Style Inventory (PSI-II) and the Relationship Questionnaire (RQ). Individuals having attachment styles with a negative model of self (preoccupied and fearful) obtained significantly higher scores in the BDI than those having attachment styles with a positive model of self (secure and dismissing), which coincides with previous research. We followed the standard procedure of Baron and Kenny of linear regression in order to perform the mediational analyses. The preoccupied attachment style-depressive symptoms relationship was mediated by sociotropy. It was also found that autonomy exerted a significant mediational effect on the relationship between the fearful attachment style and depressive symptoms. These results are consistent with the notion that insecure attachment predisposes individuals to the development of depressogenic personality styles. Thus, the findings of the present study contribute to improving the understanding of the factors involved in the development of vulnerability to depression. Furthermore, the results point out the importance of evaluating both attachment style and sociotropy/autonomy personality dimensions for the treatment of depressive patients.