Relationships between response styles, stressors, and depressive symptoms were investigated in a cross section of adolescents from 4th to 9th grades. A model including stress-diathesis and stress-generation was developed to examine whether response styles moderated the effects of stressors on depressive symptoms, and whether response styles were linked to an increased likelihood of stressors. Results indicated that rumination and distraction functioned as moderators in adolescents that are high ruminators, or in adolescents that are low distractors exhibiting a stronger association between stressors and depression. Furthermore, all response styles were associated with the stressor level, such that rumination and distraction were related to increased levels of stressors, whereas problem-solving was related to decreased levels of stressors. It is suggested that a universal depression prevention programs for adolescents should focus on attenuating rumination and enhancing problem-solving skills.