Previous research has demonstrated a link between attention-deficit/hyperactivity disorder (ADHD), developmental coordination disorder (DCD), and depression. The present study utilized a monozygotic (MZ) differences design to investigate differences in depressive symptomatology between MZ twins discordant for ADHD or DCD. This extends previous research as it controls for genetic effects and shared environmental influences and enables the investigation of nonshared environmental influences. In addition, children and adolescents with comorbid ADHD and DCD were compared on their level of depressive symptomatology to those with ADHD only, DCD only, and no ADHD or DCD. The parent-rated Strengths and Weaknesses of ADHD Symptoms and Normal Behavior, Developmental Coordination Disorder Questionnaire, and Sad Affect Scale were used to assess ADHD, DCD, and depressive symptomatology respectively. The results revealed higher levels of depressive symptomatology in MZ twins with ADHD or DCD compared to their nonaffected co-twins. In addition, children and adolescents with comorbid ADHD and DCD demonstrated higher levels of depressive symptomatology compared to those with ADHD only, DCD only, and no ADHD or DCD. The implications of these findings are discussed with emphasis on understanding and recognizing the relationship between ADHD, DCD, and depression in the assessment and intervention for children and adolescents with these disorders.