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This study assessed gender differences in cognitive variables as an explanation for gender differences in depression and behavior problems; 856 adolescents (491 females and 365 males), aged 14–17, completed the Irrational Beliefs Scale for Adolescents, the Social Problem Solving Inventory—Revised Short Form, the adolescent version of the Burnett Self-Talk Inventory, and the Youth Self Report. Female adolescents’ lower levels of positive thinking and higher scores on negative problem orientation, need for approval and success, and self-focused negative cognitions partially mediated gender differences in depressive symptoms. Males’ higher scores on justification of violence beliefs and the impulsivity/carelessness style of problem solving partially accounted for differences in delinquent behavior. The influence of need for approval and success on depressive symptoms was higher among …