Lesbian, gay, and bisexual (BI) youth have elevated rates of depression compared to heterosexuals. We proposed and examined a theoretical model to understand whether attachment and stress paradigms explain disparities in depressive distress by sexual orientation, using the longitudinal Growing Up Today Study (GUTS) and Nurses' Health Study II (NHSII). GUTS participants eligible for this analysis reported sexual orientation, childhood gender nonconforming behaviors (GNBs), attachment to mother (all in 2005), and depressive symptoms (in 2007). Mothers of the GUTS participants who are the NHSII participants reported attitudes toward homosexuality (in 2004) and maternal affection (in 2006). The sample had 6,122 participants. Of GUTS youth (M = 20.6 years old in 2005; 64.4 % female), 1.7 % were lesbian/gay (LG), 1.7 % bisexual (BI), 10.0 % mostly heterosexual (MH), and 86.7 % completely heterosexual (CH). After adjusting for demographic characteristics and sibling clustering, LGs, BIs, and MHs reported more depressive distress than CHs. This relation was partially mediated (i.e., explained) for LGs, BIs, and MHs relative to CHs by less secure attachment. A conditional relation (i.e., interaction) indicated that BIs reported more distress than CHs as GNBs increased for BIs; no comparable relation was found for LGs versus CHs. Sibling comparisons found that sexual minorities (LGs, BIs, and MHs) reported more depressive distress, less secure attachment, and more childhood GNBs than CH siblings; the mothers reported less affection for their sexual-minority than CH offspring. The findings suggest that attachment and childhood gender nonconformity differentially pattern depressive distress by sexual orientation. Attachment and related experiences are more problematic for sexual minorities than for their CH siblings.