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Objective: The current study sought to examine the prospective relationship between anxiety and depressive symptoms among Asian American (AA) early adolescents, a crucial period for the development of depression among youth. Further, as guided by cultural-ecological frameworks, a second aim of this study was to identify protective factors (i.e., parent support, peer support, teacher support, and school engagement) that might buffer the relationship between anxiety and depressive symptoms among this understudied population. Method: Participants included AA youth (N = 186; Mage = 12.50, SD = 1.16; 51.1% male) who completed questionnaires on 2 occasions with a 1-year interval. Results: Results from path analysis indicated that high anxiety symptoms were related to increased depressive symptoms over time. Further, teacher support was related to decreased depressive symptoms over time. Additionally, teacher and parent support moderated the association between adolescents’ anxiety and depressive symptoms. Conclusions: Findings contribute to our understanding of the development of depression among early adolescent youth and have implications for the development of programming for Asian American youth with anxiety and depression.