In adolescence, Mexican-origin females are at higher risk for depressive symptoms, peer and school stressors are associated with depressive symptoms, and parental support continues to show a protective nature. However, it is unclear how peer and school stressors are associated with depressive symptoms across time, whether parental support moderates the link between stressors and depressive symptoms, and whether differences in patterns of associations differ for early-middle and middle-late Mexican-origin adolescents. This study contributes to existing knowledge by examining the longitudinal and reciprocal associations among peer and school stressors, depressive symptoms, and parental support as a moderator across four years (three time points) with a cohort of Mexican-origin early adolescent (n = 170, Mage = 12.27 at baseline) and middle adolescent (n = 168, Mage = 15.21 at baseline) females. The cross-lagged model showed that for the early adolescent cohort prior peer stressors were associated with later depressive symptoms in mid-adolescence whereas for the middle-adolescent cohort earlier depressive symptoms were associated with subsequent peer stressors in late adolescence. Parental support moderated the link between peer stressors and depressive symptoms for mid-adolescents and the link between depressive symptoms and school stressors for late adolescents. Findings suggest that associations among peer and school stressors, depressive symptoms, and parental support may be more prevalent during middle-late adolescence.