Little research has investigated Beck’s (1987) cognitive theory of depression among youth, symptom specificity, and potential reciprocal influences over time. Dysfunctional attitudes were assessed at baseline and study’s end among adolescents (N = 350, 6th to 10th grade). Depressive, anxious arousal, and externalizing symptoms and stressors were assessed at four time points over a 5-month period. Hierarchical linear modeling showed that negative events predicted prospective elevations in symptoms. Dysfunctional attitudes interacted with negative events to predict prospective anhedonic depressive symptoms specifically but not general depression, anxious arousal, or externalizing symptoms. Initial depressive symptoms and stressors predicted changes in dysfunctional attitudes, and this reciprocal effect was stronger for girls than boys.