A 5-year longitudinal study investigated the interrelationships among children's experiences of depressive symptoms, negative life events, explanatory style, and helplessness behaviors in social and achievement situations. The results revealed that early in childhood, negative events, but not explanatory style, predicted depressive symptoms; later in childhood, a pessimistic explanatory style emerged as a significant predictor of depressive symptoms, alone and in conjunction with negative events. When children suffered periods of depression, their explanatory styles not only deteriorated but remained pessimistic even after their depression subsided, presumably putting them at risk for future episodes of depression. Some children seem repeatedly prone to depressive symptoms over periods of at least 2 years. Depressed children consistently showed helpless behaviors in social and achievement settings.