The dominant ('general') version of the diathesis-stress theory of depression views stressors and genetic vulnerability as independent risks. In the Australian Genetics of Depression Study (N = 14,146; 75% female), we tested whether polygenic scores (PGS) for major depression, bipolar disorder, schizophrenia, anxiety, ADHD, and neuroticism were associated with reported exposure to 32 childhood, past-year, lifetime, and accumulated stressful life events (SLEs). In false discovery rate-corrected models, the clearest PGS-SLE relationships were for the ADHD- and depression-PGSs, and to a lesser extent, the anxiety- and schizophrenia-PGSs. We describe the associations for childhood and accumulated SLEs, and the 2-3 strongest past-year/lifetime SLE associations. Higher ADHD-PGS was associated with all childhood SLEs (emotional abuse, emotional neglect, physical neglect; ORs = 1.09-1.14; p's < 1.3 × 10-5), more accumulated SLEs, and reported exposure to sudden violent death (OR = 1.23; p = 3.6 × 10-5), legal troubles (OR = 1.15; p = 0.003), and sudden accidental death (OR = 1.14; p = 0.006). Higher depression-PGS was associated with all childhood SLEs (ORs = 1.07-1.12; p's < 0.013), more accumulated SLEs, and severe human suffering (OR = 1.17; p = 0.003), assault with a weapon (OR = 1.12; p = 0.003), and living in unpleasant surroundings (OR = 1.11; p = 0.001). Higher anxiety-PGS was associated with childhood emotional abuse (OR = 1.08; p = 1.6 × 10-4), more accumulated SLEs, and serious accident (OR = 1.23; p = 0.004), physical assault (OR = 1.08; p = 2.2 × 10-4), and transportation accident (OR = 1.07; p = 0.001). Higher schizophrenia-PGS was associated with all childhood SLEs (ORs = 1.12-1.19; p's < 9.3-8), more accumulated SLEs, and severe human suffering (OR = 1.16; p = 0.003). Higher neuroticism-PGS was associated with living in unpleasant surroundings (OR = 1.09; p = 0.007) and major financial troubles (OR = 1.06; p = 0.014). A reversed pattern was seen for the bipolar-PGS, with lower odds of reported physical assault (OR = 0.95; p = 0.014), major financial troubles (OR = 0.93; p = 0.004), and living in unpleasant surroundings (OR = 0.92; p = 0.007). Genetic risk for several mental disorders influences reported exposure to SLEs among adults with moderately severe, recurrent depression. Our findings emphasise that stressors and diatheses are inter-dependent and challenge diagnosis and subtyping (e.g., reactive/endogenous) based on life events.