Consistent with Response Styles Theory, this study aimed to examine the prospective associations between changes in response styles and depressive symptoms during mid-adolescence, with a focus on gender differences. A 2-year longitudinal study was conducted consisting of three waves, each separated by 1 year. The participants were 663 Spanish adolescents (M = 13.50, SD = .75) who individually completed the Children’s Depression Inventory-Short and a short version of the Children’s Response Styles Scale. Girls showed higher rumination and lower distraction than boys and more depressive symptoms. A multivariate latent growth curve model indicated that the increase in depressive symptoms during mid-adolescence in girls was associated with an increase in rumination and a decrease in distraction. After a 2-year follow-up, changes in response styles to negative affect (in rumination and distraction independently and in the ratio score) were interrelated with the changes in depressive symptoms in adolescent girls.