Extensive research has linked a greater female tendency to ruminate about depressed feelings or mood to the gender difference in depression. However, the developmental origins of the gender difference in depressive rumination are not well understood. We hypothesized that girls and women may be more likely to ruminate because rumination represents a gender-stereotyped coping style that is associated with a more feminine gender role identity, maternal encouragement of emotion expression, and passive coping responses to stress. This study examined whether child self-reported gender role identity and observed maternal responses to child stress mediated the emergent gender difference in depressive rumination in adolescence. Maternal gender role attitudes were further hypothesized to moderate the relationship between child sex and mediating variables. Rumination and gender role identity were assessed in 316 youths and their mothers in a longitudinal study from age 11 to age 15; in addition, 153 mother-child dyads participated in an observational task at age 11 from which maternal responses to a child stressor were coded. Results indicated that greater feminine gender role identity among children and encouragement of emotion expression by mothers at age 11 significantly mediated the association between child sex and the development of depressive rumination at age 15, even after controlling for rumination at age 11. Maternal gender role attitudes significantly moderated the relationship between child sex and maternal encouragement of emotion expression, such that mothers who endorsed more traditional gender role attitudes themselves were particularly likely to encourage emotion expression in their daughters.