Aim: This study tests the validity of Beck’s cognitive theory and Nolen-Hoeksema’s response style theory of depression in adolescents with and without MBID. Methods: The relationship between negative cognitive errors (Beck), response styles (Nolen-Hoeksema) and depressive symptoms was examined in 135 adolescents using linear regression. Results: The cognitive error ‘underestimation of the ability to cope’ was more prevalent among adolescents with MBID than among adolescents with average intelligence. This was the only negative cognitive error that predicted depressive symptoms. There were no differences between groups in the prevalence of the three response styles. In line with the theory, ruminating was positively and problem-solving was negatively related to depressive symptoms. Distractive response styles were not related to depressive symptoms. The relationship between response styles, cognitive errors and depressive symptoms were similar for both groups. Conclusion: The main premises of both theories of depression are equally applicable to adolescents with and without MBID. The cognitive error ‘Underestimation of the ability to cope’ poses a specific risk factor for developing a depression for adolescents with MBID and requires special attention in treatment and prevention of depression. What this paper adds?: Despite the high prevalence of depression among adolescents with MBID, little is known about the etiology and cognitive processes that play a role in the development of depression in this group. The current paper fills this gap in research by examining the core tenets of two important theories on the etiology of depression (Beck’s cognitive theory and Nolen-Hoeksema’s response style theory) in a clinical sample of adolescents with and without MBID. This paper demonstrated that the theories are equally applicable to adolescents with MBID, as to adolescents with average intellectual ability. However, the cognitive bias ‘underestimation of the ability to cope’ was the only cognitive error related to depressive symptoms, and was much more prevalent among adolescents with MBID than among adolescents with average intellectual ability. This suggests that underestimating one’s coping skills may be a unique risk factor for depression among adolescents with MBID. This knowledge is important in understanding the causes and perpetuating mechanisms of depression in adolescents with MBID, and for the development of prevention- and treatment programs for adolescents with MBID.