In this longitudinal study, reciprocal relations between depressive symptoms and delinquent behavior were examined for a sample of 1,218 male and female adolescents (mean age, 15.51 years at Time 1). Associations were examined within a latent variable approach, controlling for indicator-specific tendencies, students' age and parental education, time-specific 3rd-variable influences, level of prior problem behavior, and measurement error. Findings thus provided relatively unbiased estimates of existing plausible causal relations. Analyses revealed a relatively small unidirectional effect of delinquency on depression for boys (at 1 of 3 time points), and bidirectional effects of comparable size for girls. The circular process for the girls was explained drawing on gender socialization theory and theories of offending behavior. Implications for preventive interventions are also discussed.