This report investigated the potential role of gender in moderating the effects of terror attack exposure on depression symptoms in middle school students from Dimona, Israel (N = 90). Specifically, the effects of three aspects of terror attacks were investigated: physical exposure, relational exposure, and media exposure. Ninety early adolescents were assessed for terror exposure and depression before and after a suicide bombing in a town market. Results indicate that the effects of relational exposure to the suicide bombing—knowing others directly affected by a suicide bombing—on depression symptoms differed by gender. Adolescent girls who knew people affected by the suicide bombing reacted with higher levels of depressive symptoms while similarly exposed adolescent boys did not. It may be that girls, as compared to boys, express greater sympathy for victims, and are hence more vulnerable to disruptions of their social network, resulting in a heightened depressive vulnerability.