The present study examined the relations between temperament, ruminative response style and depressive symptoms both cross-sectionally and prospectively (1 year follow-up) in a community sample of 304 seventh- through tenth-graders. First, higher levels of negative affectivity (NA), lower levels of positive affectivity (PA) and lower levels of effortful control (EC) were found to be associated with higher levels of depressive symptoms. Second, the association between NA and PA on the one hand and depressive symptoms on the other was significantly moderated by level of EC (low PA and high NA are associated with depressive symptoms only if EC is low) and these relations were moderated by sex in the cross-sectional data. In the prospective data, T1 depressive symptoms and PA predicted T2 depressive symptoms; with EC approaching significance. Third, rumination also predicted T1 as well as T2 depressive symptoms. Finally, support was found for a model of moderated mediation: higher levels of NA were associated with higher levels of ruminative response style, which was in turn related to more depressive symptoms but only in individuals with low EC and this was true for the cross-sectional as well as the prospective data albeit with noteworthy differences in pattern. These findings confirm and extend previous findings on the associations between temperament, response styles and depression in adolescence and, as such, add to the growing body of research providing support for the applicability of cognitive vulnerability theories to depression in younger populations.