This study examined attributional style, sex and depressive symptoms and diagnosis in high school students. The results revealed that (1) for females and males, higher levels of depressive symptoms correlated with a more depressive attributional style; (2) females and males who met diagnostic criteria for a current depressive disorder evidenced more depressogenic attributions than psychiatric controls, and never had past depressed adolescents; (3) although no sex differences in terms of attributional patterns for positive events, negative events, or for positive and negative events combined emerged, sex differences were revealed on a number of dimensional scores; (4) across the Children's Attributional Style Questionnaire (CASQ) subscale and dimensional scores, the relation between attributions and current self-reported depressive symptoms was stronger for females than males; and (5) no Sex x Diagnostic Group Status interaction effects emerged for CASQ subscale or dimensional scores. Implications of the complex findings from this large-scale, methodologically sophisticated study was addressed.