Within a longitudinal study of 1,005 adolescents, we investigated how exposure to childhood psychosocial adversities was associated with the emergence of depressive symptoms between 14 and 17 years of age. The cohort was classified into four empirically determined adversity subtypes for two age periods in childhood (0–5 and 6–11 years). One subtype reflects normative/optimal family environments (n = 692, 69%), while the other three subtypes reflect differential suboptimal family environments (aberrant parenting: n = 71, 7%; discordant: n = 185, 18%; and hazardous: n = 57, 6%). Parent-rated child temperament at 14 years and adolescent self-reported recent negative life events in early and late adolescence were included in models implementing path analysis. There were gender-differentiated associations between childhood adversity subtypes and adolescent depressive symptoms. The discordant and hazardous subtypes were associated with elevated depressive symptoms in both genders but the aberrant parenting subtype only so in girls. Across adolescence the associations between early childhood adversity and depressive symptoms diminished for boys but remained for girls. Emotional temperament was also associated with depressive symptoms in both genders, while proximal negative life events related to depressive symptoms in girls only. There may be neurodevelopmental factors that emerge in adolescence that reduce depressogenic symptoms in boys but increase such formation in girls.