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The goal of the current study is to examine the relationship amongst social support, stress, and depressive symptoms within a transactional and diathesis-stress framework using a multi-wave, longitudinal design. At the initial assessment, adolescents (n = 258) completed self-report measures assessing social support (peer, classmate, parent, and total), dependent interpersonal stress, anxious symptoms, and depressive symptoms. Additionally, participants reported stress and symptomology in each of the four waves spanning six months. Results of time-lagged, idiographic, multilevel modeling indicated that stress mediated the relationship between lower parental, classmate, and total social support and subsequent depressive, but not anxious, symptoms. In contrast, lower levels of peer support were not associated with higher levels of stress and subsequent depressive symptoms. Additionally, only classmate support deficits significantly moderated the relationship between stress and depressive symptoms. Overall, the results suggest that deficits in parental and classmate support may play a greater role in contributing to adolescent depression as compared to deficits in peer support.