The primary purpose of this study was to examine whether social relationship factors are associated with trajectories of depressive symptoms from adolescence into emerging adulthood. Specifically, adolescent–parent communication with mothers and fathers, peer support, and sibling warmth and hostility were examined in relation to depressive symptoms for girls and boys. Adolescents (N = 372; Mage = 16.09; SD = .69; 55% female) from the Mid-Atlantic United States completed surveys in the spring of 2007, 2008, and 2009 and again in the fall of 2014 when they were emerging adults. Growth curve modeling results suggested that communication with mothers and fathers and peer support predicted lower levels of depressive symptoms in adolescence for girls. For boys, peer support predicted lower whereas sibling hostility predicted higher levels of depressive symptoms in adolescence. Further, adolescent–mother communication for girls and adolescent–father communication for boys predicted the decline in depressive symptoms into emerging adulthood. Both sibling warmth and hostility for girls, whereas only sibling hostility for boys, predicted less steep declines in depressive symptoms over time. Findings draw attention to differences in experiences with depressive symptoms by sex and the importance of social relationship factors in the lives of adolescents and emerging adults. Implications for intervention and prevention are discussed.