The authors tested the cognitive vulnerability hypotheses of depression with a retrospective behavioral high-risk design. Individuals without current Axis I diagnoses who exhibited either negative or positive cognitive styles were compared on lifetime prevalence of depressive and other disorders and the clinical parameters of depressive episodes. Consistent with predictions, cognitively high-risk participants had higher lifetime prevalence than low-risk participants of major and hopelessness depression and marginally higher prevalence of minor depression. These group differences were specific to depressive disorders. The high-risk group also had more severe depressions than the low-risk group, but not longer duration or earlier onset depressions. The risk group differences in prevalence of depressive disorders were not mediated by current depressive symptoms.