Given the increasing prevalence of adolescent depression, identification of its early predictors and elucidation of the mechanisms underlying its individual differences is imperative. Controlling for baseline executive functioning (EF), we tested separate ADHD dimensions (i.e., inattention, hyperactivity-impulsivity) as independent predictors of early adolescent depression, including temporally-ordered causal mediation by academic functioning and social problems, using structural equation modeling. At baseline, participants consisted of 216 children (67% male) ages 6–9 years old with (n = 112) and without (n = 104) ADHD who subsequently completed Wave 2 and 3 follow-ups approximately two and four years later, respectively. Predictors consisted of separate parent and teacher ratings of childhood ADHD and laboratory-based assessments of key EF domains. At Wave 2, parents and teachers completed normed rating scales of youth academic and social functioning; youth completed standardized assessments of academic achievement. At Wave 3, youth self-reported depression. Baseline inattention positively predicted early adolescent depression whereas childhood hyperactivity-impulsivity and EF did not. Neither academic nor social functioning significantly mediated predictions of depression from baseline ADHD and EF. We consider prediction of early adolescent depression from inattention, including directions for future intervention and prevention research.