The current study examined the associations among dimensions of perfectionism, facets of stress reactivity, and self-reported depressive symptoms in 191 university students. Participants completed the Multidimensional Perfectionism Scale, the Perfectionism Cognitions Inventory, the Perceived Stress Reactivity Scale (PSRS), and a measure of depressive symptoms. The PSRS is a relatively new instrument that measures several distinguishable facets of stress reactivity including prolonged stress reactivity, reactivity to failure, and reactivity to social evaluation. Analyses confirmed that most of the perfectionism measures were associated with stress reactivity to failure experiences. Socially prescribed perfectionism and perfectionistic automatic thoughts were also associated with prolonged stress reactivity and reactivity to social evaluation. Moreover, all facets of stress reactivity were correlated with depressive symptoms. Finally, prolonged stress reactivity and reactivity to social evaluation mediated the links between perfectionism dimensions and depressive symptoms. The current findings provide general support for models of perfectionism and stress, and suggest that perfectionists have heightened sensitivities to stressors related to their self-definitions that are activated when threatening stressors involving these themes are experienced.