This study examined the relationships among cognitive variables, family immigration history,
negative life events, and depressive symptoms in a sample of 306 low-income, urban fifth- and
sixth-grade children. Explanatory style and negative automatic thoughts were the cognitive
variables examined. There were two key findings. First, children who were immigrants reported
significantly more depressive symptoms, more negative life events, and more negative automatic
thoughts than children who were not immigrants. Second, both explanatory style and negative
automatic thoughts were significantly associated with depressive symptoms above and beyond the
effects of child immigration history and negative life events. Finally, negative automatic thoughts
mediated the relationship between child immigration history and depressive symptoms. We
discuss the clinical and research implications of these findings.