In a four-wave, cohort-longitudinal design with a community sample of 515 children and adolescents (grades 2 through 9), this study examined the longitudinal structure of and prospective interrelations between maladaptive cognitions and depressive symptoms. Multigroup structural equation modeling generated four major findings. First, the longitudinal structures of maladaptive cognitions and depressive symptoms consist of a single time-invariant factor and a series of time-varying factors. Second, evidence supported a model in which depressive symptoms predicted negative cognitions but not the reverse. Third, the time-invariant components of cognition and depression were highly correlated. Fourth, the strength of the depression-to-cognition relation increased with age. Implications regarding the mechanisms underlying clinical interventions with depressed children are discussed. (PsycINFO Database Record (c) 2011 APA, all rights reserved)