Youth with depression are theorized to generate stress in their lives because of a complex interaction between their personal characteristics and their chronic environmental context. Using a moderated regression approach, we provided a novel test of this hypothesis by examining whether adolescent 5-factor model personality traits moderate the associations between early emotional, physical, and sexual maltreatment and life events experienced in the past 6 months. Participants in this cross-sectional study were 110 adolescents (M = 16.24, SD = 1.53, age range = 13-17, 74.5% female) with major depressive disorder. The relation of physical maltreatment to dependent interpersonal life events was moderated by extraversion. Among physically maltreated youth, dependent interpersonal events were positively associated with extraversion. Further, the relation of sexual maltreatment to independent events were moderated by extraversion and agreeableness. Among sexually maltreated youth, independent events were negatively associated with extraversion and positively associated with agreeableness. The observed vulnerability-risk interactions are discussed in terms of their implications for understanding the role of stress generation mechanisms in an integrated model of depression.