Propositions derived from evolutionary biology and personality psychology suggest that depressive symptoms may serve adaptive functions by enabling people to adjust to unattainable goals, which in turn promotes quality of life. The authors tested this hypothesis in a longitudinal study of adolescent girls involving 4 waves of data collected over approximately 19 months. The authors expected that high baseline levels of depressive symptoms would facilitate the development of adolescents' goal adjustment capacities (i.e., goal disengagement capacities and goal reengagement capacities). In addition, the authors expected that improvements in goal adjustment capacities over time would presage lower levels of subsequent depressive symptoms. Data from the first 3 waves produced results demonstrating that baseline levels of depressive symptoms predicted an increase in goal disengagement capacities over time but not in goal reengagement capacities. Moreover, increases in goal disengagement capacities predicted a reduction in subsequent depressive symptoms. The findings suggest that depressive symptomatology may serve adaptive functions by facilitating the development of goal disengagement capacities in adolescence.