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We summarize and integrate research on cognitive vulnerability to depression among children and adolescents. We first review prospective longitudinal studies of the most researched cognitive vulnerability factors (attributional style, dysfunctional attitudes, and self-perception) and depression among youth. We next review research on information processing biases in youth. We propose that the integration of these two literatures will result in a more adequate test of cognitive vulnerability models. Last, we outline a program of research addressing methodological, statistical, and scientific limitations in the cognitive vulnerability literature.