The prevalence of depression in adolescents is an important clinical and social problem. The present study examines the bidirectional relationships that occur between the level of cognition of early maladaptive schemas, stressors and depression. Two groups of adolescents were formed, one comprised adolescents with high symptomatology in depression (n= 110, 76 women, Mage= 15.45, SD= 1.69), and the other adolescents with low symptomatology in depression (n= 115, 76 women, Mage= 15.65, SD= 1.05). Both groups completed measures of depression, stressors and three domains of early maladaptive schemas (disconnection and rejection, focus on others and impaired autonomy) at two different points in time spaced four months apart. The results show the importance of the disconnection and rejection schemas in depression. Moreover, the stressors predicted an increase in all the schema domains and depressive symptoms predicted an increase in the impaired autonomy schema domain. These results are very valuable to understand the mechanisms through which stress and depression work in adolescents.