Antecedents of depressive symptomatology in childhood and adolescence were examined in a prospective longitudinal study of at-risk youth (n = 168) from families of lower socioeconomic status. Relations between family context factors, maternal depressive symptoms, and depressive symptoms in childhood and adolescence were examined, with a focus on early family relationship factors rarely available for analysis in longitudinal data sets. Results suggest the possibility of etiological differences between depressive symptoms in childhood and in adolescence. Depressive symptomatology in childhood was predicted by the overall family context. Cumulative effects of maternal depressive symptomatology, early care lacking in emotional supportiveness, abuse, and family stressors were observed. Depressive symptomatology in adolescence, on the other hand, was specifically associated with maternal depression and early care lacking in emotional supportiveness. Moreover, an intriguing sex difference emerged: maternal depressive symptomatology was strongly associated with depressive symptomatology in adolescence for females, but for males supportive early care appeared more relevant.