A frequently recognized hallmark of the transition to adolescence is the onset of new biological, psychological, and social challenges. Although “storm and stress” theories of adolescence have been called into question [1], youth undoubtedly are faced during this time with a variety of novel experiences that may tax their coping resources and may jeopardize their well-being. Indeed, research has demonstrated that the transition into adolescence is characterized by a “pileup” of stressful events and circumstances [2–4]. Exposure to stress has, in turn, been linked to a range of psychological and physical difficulties [5,6]. How these challenges of adolescence are negotiated has critical implications for long-term health and development [7]. Drawing from stress and coping models of development, researchers have begun to consider the role that stress exposure and reactivity play in the emergence of gender differences in emotional distress [4,8–11]. One of the most robust findings in psychopathology research concerns the increased vulnerability to anxiety and depression in females compared to males. This vulnerability becomes particularly salient during adolescence, and continues through adulthood [10,12]. The central proposal of the present paper is that gender differences in the experience of stress and in emotional reactions to stress, particularly within an interpersonal context, contribute to the development of gender differences in anxiety and depression during adolescence. The paper begins with an overview of a model that links gender differences in interpersonal stress processes with gender differences in emotional distress. Next, empirical evidence that upholds this model is summarized. Finally, several new directions are proposed for future investigations in this area, accompanied by a discussion of recent research that provides support for an expanded model of gender differences in interpersonal stress and emotional distress.