Depression is one of the most common psychological disorders with rates so high it has been referred to as the “common cold” of mental disorders (Kessler, Berglund, Demler, Jin, Koretz, Merikangas, …Wang, 2003). Although many studies have investigated associations between risk factors and depression in adolescents and adults, middle-to-late childhood has remained a relatively understudied period of development. This dissertation addresses important gaps in the literature on depression risk in a community sample of children (N = 205) over the course of middle-to-late childhood (age 7 to 12 years). In Study 1, I hypothesized that pubertal development strengthens associations between known risks (e.g., parent history of depression, cognitive vulnerability, child temperament, and stressful life events) and future depressive symptoms. Partial support was found for this hypothesis; more advanced pubertal development strengthened associations between maternal depression and stressful life events and children’s depressive symptoms. The purpose of Study 2 was to identify classes of cortisol reactivity to stress and their associations with risk for depression (i.e., parent history of depression, child temperament, genetic variants, parenting quality, and stressful life events), and to determine whether cortisol reactivity mediated associations between risk markers and risk for depressive symptoms. Two reactivity clusters were identified representing normative and impaired reactivity; these were differentially associated with depression risk (i.e., child temperament, genetic variants, parenting quality). I did not find evidence that cortisol mediated associations between early risks and future depressive symptoms. Findings highlight the importance of integrating multiple predictors of depression and cortisol in middle childhood