This study examined the temporal relation between self-competence (academic, social, athletic, physical appearance, and close friend) and depressive symptoms in a large, diverse community sample of 636 adolescents. Surveys were administered to all 10th- and 11th-grade students at participating high schools at baseline (mean age = 16.10, SD = .71) and 1 year later. Girls reported higher levels of self-competence in close friendships and more depressive symptoms, whereas boys reported higher levels of self-competence in athletics and physical appearance. However, there were no gender differences in the associations between self-competence and depressive symptoms. Results from autoregressive, cross-lagged path analyses indicated that depressive symptoms predicted self-competence more consistently than self-competence predicted depressive symptoms during middle-late adolescence. Implications for prevention are discussed.