Considerable research has documented associations between adverse life events and internalizing symptoms in adolescents, but much of this research has focused on the number of events experienced, with less attention to the ecological context or timing of events. This study examined life events in three ecological domains relevant to adolescents (i.e., family, peers, themselves) as predictors of the course of depressive symptoms among a community epidemiologically defined sample of 419 (47.2% females) urban African American adolescents. Given that youth depressive symptoms change over time, grade level was examined as a moderator. For males, the strength of associations between life events happening to participants, family life events, and peer life events and depressive symptoms did not change from grades 6–9. For females, the strength of the association between peer life events and depressive symptoms did not change over time, but the strength of associations between life events happening to participants and family life events and females’ depressive symptoms decreased over time. Implications of the findings and directions for future research are discussed.