The association between experiences of adverse life events and adolescent depressive symptoms has been well documented. However, this association is not consistently observed in urban and low income African American youth. In addition, mechanisms linking life event stress and African American adolescents' depressive symptoms have received little attention. This study examined past year violent and nonviolent life events assessed in 6th grade as predictors of 7th grade depressive symptoms among a community epidemiologically defined sample of 447 (47% girls) urban African American adolescents. Depressive symptoms were assessed twice, at a 1-year interval, and initial depressive symptoms were controlled in the analyses. Control-related beliefs were examined as mediators of the association between life events and depressive symptoms, and gender was examined as a moderator of the association between control-related beliefs and depressive symptoms. Associations among study variables were examined in a series of models, from general to more specific. A model in which nonviolent and violent life events were examined separately and control and contingency beliefs examined as one latent variable was the most informative about the etiology of depressive symptoms in a sample of urban, African American youth. Implications of the findings for preventive interventions and future research are discussed.