Although stressful life events have consistently been linked to the onset of major depressive disorder (MDD), most research has not distinguished 1st episodes from recurrences. In a large epidemiologic sample of older adolescents (N = 1,470) assessed at 2 time points, the risk conferred by a recent romantic break-up was examined as a predictor of 1st onset versus recurrence of MDD. Results indicated a heightened likelihood of 1st onset of MDD during adolescence if a recent break-up had been reported; in contrast, a recent break-up did not predict recurrence of depression. These results held for both genders and remained significant after controlling for gender. Additional analyses to determine the discriminant validity and specificity of these findings strongly supported the recent break-up as a significant risk factor for a 1st episode of MDD during adolescence. Implications of these findings and subsequent research directions are discussed.