Research shows that social media networks can affect both the physical and mental health of its users. We hypothesized that social media would also be associated with cognitive vulnerability to depression. To test this hypothesis, we used a 3-month pre-post prospective longitudinal design with a sample of undergraduates (n = 105). Results showed that participants who had tweets with a “past focus” (as determined by LIWC software) were more likely to exhibit increases in cognitive vulnerability and depressive symptoms than participants who did not have tweets with a past focus. Increases in cognitive vulnerability were associated with increases in depressive symptoms. However, the effect of Twitter content on future depressive symptoms was not accounted for by increases in cognitive vulnerability. Rather, one’s past focus Twitter content had an effect on future depressive symptoms that was independent of its effect on future cognitive vulnerability levels. These results provide further support for the plasticity of cognitive vulnerability in early adulthood as well as corroborate emerging evidence for the association between social media and mental health risk factors.