Internalizing symptoms during adolescence and beyond is a major public health concern, particularly because severe symptoms can lead to the diagnosis of a number of serious psychiatric conditions. This study utilizes a unique sample with a complex statistical method in order to explore Gene × Environment interactions found in internalizing symptoms during adolescence. Data for this study were drawn from a longitudinal prevention intervention study (n = 798) of Baltimore city school children. Internalizing symptom data were collected using self-report and blood or saliva samples genotyped using Affymetrix 6.0 microarrays. A major depression polygenic score was created for each individual using information from the major depressive disorder Psychiatric Genetics Consortium and used as a predictor in a latent trait-state-occasion model. The major depressive disorder polygenic score was a significant predictor of the stable latent trait variable, which captures time-independent phenotypic variability. In addition, an early childhood stressor of death or divorce was a significant predictor of occasion-specific variables. A Gene × Environment interaction was not a significant predictor of the latent trait or occasion variables. These findings support the importance of genetics on the stable latent trait portion of internalizing symptoms across adolescence.