Given considerable overlap among individual difference predictors of stress generation, the current study sought to elucidate which individual factors are uniquely involved in the stress generation process for interpersonal and achievement events among adolescents. Further, we examined transactional processes between stressors and depressive symptoms and explored potential sex differences in the unique prediction of stress generation. At baseline, youth (6th-10th graders, n=350, 57% female; 53% White) reported on various individual differences hypothesized to predict prospective increases in stressors. Youth also reported on depressive symptoms and stressors for 4 waves over 5 months. Multi-level modeling showed that different individual difference factors uniquely prospectively predicted increases in dependent (interpersonal and achievement) stressors. Central to this process was interpersonal vulnerabilities and psychopathology. Some of these predictions differed for boys and girls. In addition and in support of a transactional relationship between stressors and depressive symptoms, increases in stressors predicted prospective elevations in depressive symptoms for both boys and girls. This study provides support for the transactional nature of stress and depression in a multi-wave study of adolescence. This study demonstrates that particular individual factors are uniquely associated with the generation of stress, with some associations moderated by gender.