Stress exposure contributes to the onset, maintenance, and recurrence of major depressive disorder (MDD) in adolescents. However, the precise stress facets (e.g. chronicity, domain) most strongly linked to outcomes at different stages along the depression severity continuum remain unclear. Across two studies, chronic and episodic stressors were comprehensively assessed among: (a) healthy youth with (High-Risk [HR]) and without (Low-Risk [LR]) a maternal history of MDD and (b) adolescents with current MDD and suicide ideation and healthy controls (HC). Study 1 included LR (n = 65) and HR (n = 22) 12- to 14-year-olds (49 females; 56.32%) with no lifetime history of mental disorders. Study 2 enrolled 87 mid-to-late adolescents (64 females; 73.56%), including 57 MDD youth from a short-term intensive treatment service and 30 HCs from the community. All depressed youth reported recent suicide ideation; some had no lifetime history suicide attempts (SI; n = 31) and others reported at least one past year attempt (SA; n = 26). The Life Events and Difficulties Schedule was used to capture stressor severity in both studies. We used multiple linear regression models that adjusted for demographic and clinical covariates. Being in the HR versus LR group was associated with more severe chronic (β = .22, CI95 = 0.01-0.42, p = .041), independent (β = .34, CI95 = 0.12-0.56, p = .003), and interpersonal (β = .23, CI95 = 0.004-0.45, p = .047) stress severity. By contrast, the MDD group reported significantly more severe chronic (β = .62, CI95 = 0.45-0.79, p < .001) and dependent (β = .41, CI95 = 0.21-0.61, p < .001) stress than the HC group, but not independent (p = .083) stress. Stress severity did not differ between recent attempters versus youth who reported suicide ideation alone (SA vs. SI contrast). However, the SA group reported a higher rate of targeted rejection events (RR = 3.53, CI95 = 1.17-10.70, p = .026). Our findings clarify the stressor features that may most strongly contribute to adolescent depression and its clinical correlates at two important points along depression's clinical course.