Book excerpt: Research has documented the age of first onset of depression is commonly in adolescence and young adulthood and that prepubertal onsets are occurring at an increasing rate. Thus, targeting interventions prior to this period of increased risk would maximize the opportunity to reduce the incidence of depression. To date, however, the limited research that has been done on protective factors has lacked some consensus and generalizability. This study focused on investigating potential individual and family protective factors and their roles in the development of depressive symptoms in early adolescent girls. More specifically, optimism was investigated as a possible mediator of the relationship between attributional style and depression. Furthermore, attributional style and family environment were hypothesized to moderate the effect of stress on depressive symptomatology. The participants of this study were 120 girls that were part of a school based cognitive behavioral group treatment study for girls with depression aged 9-14. Based on the ratings of symptoms by the girls and their caregivers, on a semi-structured diagnostic interview, two groups were identified: 1) girls that met the diagnostic criteria for a depressive disorder (n= 81), and 2) those that did not (control group; n= 39). Both samples also completed self-report measures of attributional style and family environment (i.e., cohesion, communication, and sociability), in addition to a projective measure which was coded for dispositional optimism. The results of this study suggested higher levels of optimism and more positive attributional styles independently predicted lower levels of depressive symptom severity; however, optimism did not impact the relationship between attributional style and depression. The results also demonstrated that girls who reported their families engage in more social/recreational activities had lower levels of depressive symptoms. Finally, increased life stress was not associated with increased levels of depression. The study's limitations, implications of the results, and recommendations for future research were discussed.