This study tested whether childhood parental emotional abuse and peer emotional bullying serve as antecedents of depression in adolescence and identified the cognitive mechanisms involved in this process. It was hypothesized that the experience of emotional abuse would predict depressive symptoms via development of rumination and negative inferences. A 3-wave longitudinal study was carried out with 998 adolescents (471 girls and 526 boys) between 13 and 17 years of age. Results showed that emotional abuse by parents and peers at Time 1 predicted a worsening of several cognitive vulnerabilities at Time 2. In addition, brooding mediated between the experiences of abuse and the increase of depressive symptoms at Time 3. Thus, findings suggest that the experiences of childhood emotional abuse by parents and peers serve as antecedents to develop a negative cognitive style, vulnerability that, once developed, is a risk factor for the onset of depressive symptoms in adolescence.