The occurrence of stressful life events is a risk factor for psychopathology in adolescence. Depression is a problem of notable clinical importance that has a negative psychosocial impact on adolescents and which has considerable social, educational, and economic costs. The aim of this study was to examine the relationship between stressful life events and depressive symptomatology in adolescence, taking into account the effect that attachment representations may have on this relation. Participants were 1653 adolescents (951 girls) aged between 13 and 18 years. The sample was selected by means of a random sampling procedure based on the availability of schools to participate. Data were collected at two time points: attachment and stressful life events were assessed first, and symptoms of depression were evaluated eight to nine months later. Two time points were used in order to better analyze the mediating role of attachment security. Stressful life events were recorded using the Inventory of Stressful Life Events, attachment was evaluated by the Inventory of Parent and Peer Attachment (mother, father, and peer versions), and depressive symptomatology was assessed through the Children's Depression Scale. In all cases, the Basque version of these scales was used. The results indicated that attachment to parents was a mediating variable in the relationship between stressful life events and depressive symptomatology. Contrary to what we expected, the results indicate that stressful life events did not have a negative effect on peer attachment, and neither did the latter variable act as a mediator of the relationship between stressful life events and depressive symptoms. It can be concluded that attachment-based interventions may be especially useful for reducing depression symptoms among adolescents. The findings also suggest a role for interventions that target parent-child attachment relationships.