Although the psychosocial difficulties associated with adolescent depression are relatively well known, the extent to which these problems are specific to depression has received little attention. The authors examined the specificity to depression of a wide range of psychosocial variables in the following 3 groups of adolescents: depressed cases (n = 48), nonaffective disorder cases (n = 92), and never mentally ill participants (n = 1,079). The authors found 3 of the 44 variables assessed in this study to be strongly specific to depression, and only the depressed participants exhibited more problematic functioning than did the never mentally ill controls. Three variables are as follows: self-consciousness, self-esteem, and a reduction in activities because of physical illness or injury. Eight variables were more strongly associated with depression than with nonaffective disorder, and 8 variables characterized both depressed and nonaffective disorder adolescents. Implications of these findings for psychosocial theories of depression are discussed.