This study of early adolescents from the general population examined the direction of effects adolescents' depressive symptoms, aggression, and perceived parental rejection have on one another in a longitudinal study. Over a four-year period, data were collected yearly from 940 early adolescents (50.6% boys and 49.4% girls) who completed self-report questionnaires of depressive symptoms, aggressive behaviors, and perceived parental rejection. The longitudinal relationships of adolescent reported depressive symptoms, aggression, and perceived parental rejection were tested in multi-group structural equation models. The findings of this study demonstrate that adolescents' depressive symptoms, aggression, and perceived parental rejection can be viewed as two unidirectional effects models that work in tandem: adolescents' depressive symptoms longitudinally predicting perceived parental rejection and, in turn, perceived parental rejection longitudinally predicting adolescents' aggression. Additionally, the strength of these effects diminished as the adolescents grew older and the effects were similar for both adolescent boys and girls.