This short-term longitudinal study examined the association between relational and physical victimization and subsequent depressive symptoms together with the roles of social cognitive processes (i.e., relational interdependence) and gender in this association. A total of 580 Japanese adolescents in the seventh and eighth grades (52 % girls; age range 12–14) participated in this study across an academic year. Results of structural equation modeling demonstrated that relational and physical victimization, which was assessed via self- and teacher- reports, was concurrently associated with greater depressive symptoms, regardless of the gender of the youth and the level of relational interdependence. Furthermore, after controlling for the stability and co-occurrence between each construct, relational victimization (not physical victimization) was predictive of elevated depressive symptoms only for boys who exhibited relatively higher relational interdependence. The findings are discussed from developmental, gender, and cultural perspectives.