Previous research has shown that problematic parent–child, peer, and romantic partner relationships are associated with an increased likelihood for major depressive disorder (MDD). Less research has evaluated the developmental unfolding of how these interpersonal relationship features are both an antecedent versus a consequence of MDD symptoms from adolescence through young adulthood. These gaps were evaluated using a large community sample (N = 1,127; 54% female, 96% white) via a developmental cascade model. Results showed support for significant antecedent effects, as greater parent–child relationship problems at ages 11 and 17 predicted rank-order increases in MDD symptoms at ages 14 and 20. Supporting a developmental cascade of problematic social relationships, greater parent–child relationship problems at ages 11 and 14 also predicted greater subsequent rank-order increases in antisocial peer affiliation at ages 14 and 17. Greater affiliation to antisocial peers at age 20 predicted greater rank-order increases in romantic relationship problems at age 24, which in turn predicted greater MDD symptoms at age 29. Cross-effects were generally small (βs ≤ .16), illustrating other factors may be relevant to the development or consequences of MDD. Nonetheless, findings support the importance of efforts to strengthen social support networks to offset risk as well as potentially treat depression.