Predictors of depressive symptoms may differ before and after the first onset of major depression due to stress sensitization. Dependent stressors, or those to which characteristics of individuals contribute, have been shown to predict depressive symptoms in youth. The current study sought to clarify how stressors' roles may differ before and after the first depressive episode. Adolescents (N = 382, aged 11 to 15 at baseline) were assessed at baseline and every 3 months over the course of 2 years with measures of stressors and depressive symptoms. Semi-structured interviews were conducted every 6 months to assess for clinically significant depressive episodes. Hierarchical linear modeling showed a significant interaction between history of depression and idiographic fluctuations in dependent stressors to predict prospective elevations of symptoms, such that dependent stressors were more predictive of depressive symptoms after onset of disorder. Independent stressors predicted symptoms, but the strength of the association did not vary by depression history. These results suggest a synthesis of dependent stress and stress sensitization processes that might maintain inter-episode depressive symptoms among youth with a history of clinical depression.