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On the basis of longitudinal data across 9 years, this study examined the contribution of sustained attention and executive function to the poor cognitive and socioemotional adjustment of school-age children whose mothers had depressive symptoms during the child’s infancy. Mothers (N = 1,364) reported depressive symptoms across their child’s infancy and early childhood. Maternal sensitivity was observed during laboratory interactions at 36 months. At school entry children’s sustained attention and executive function were measured with computer-generated tasks. In third grade, cognitive and socioemotional adjustment was assessed with standardized tests and the reports of fathers and teachers. Using structural equation modeling, findings showed that (a) exposure to mothers’ depressive symptoms during the child’s infancy, independent of later exposure, uniquely predicted children’s poor sustained attention and executive function at school entry; (b) deficits in children’s sustained attention and executive function occurred because of depressed mothers’ tendencies to display insensitive parenting behavior; and (c) these deficits explained in part relations between exposure to mothers’ depressive symptoms in infancy and children’s poor cognitive and socioemotional adjustment in third grade. Findings highlight the potential importance of children’s exposure to mothers’ depressive symptoms specifically during the child’s infancy for disrupting the development of fundamental cognitive processes that may underlie the adjustment problems children of depressed mothers display in middle childhood.