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Objective: In a randomized clinical trial with 111 families of parents with a history of major depressive disorder (86% mothers, 14% fathers; 86% Caucasian, 5% African-American, 3% Hispanic, 1% American Indian or Alaska Native, 4% mixed ethnicity), changes in adolescents' (mean age = 11 years; 42% female, 58% male) coping and parents' parenting skills were examined as mediators of the effects of a family group cognitive--behavioral preventive intervention on adolescents' internalizing and externalizing symptoms. Method: Changes in hypothesized mediators were assessed at 6 months, and changes in adolescents' symptoms were measured at a 12-month follow-up. Results: Significant differences favoring the family intervention compared with a written information comparison condition were found for changes in composite measures of parent--adolescent reports of adolescents' use of secondary control coping skills and direct observations of parents' positive parenting skills. Changes in adolescents' secondary control coping and positive parenting mediated the effects of the intervention on depressive, internalizing, and externalizing symptoms, accounting for approximately half of the effect of the intervention on the outcomes. Further. reciprocal relations between children's internalizing symptoms and parenting were found from baseline to 6-month follow-up. Conclusion: The present study provides the first evidence for specific mediators of a family group cognitive--behavioral preventive intervention for families of parents with a history of major depressive disorder. The identification of both coping and parenting as mediators of children's mental health outcomes suggests that these variables are important active ingredients in the prevention of mental health problems in children of depressed parents. Keywords: prevention, parental depression, mediation, coping, parenting, family DOI: 10.1037/a0020459