Research suggests that a history of childhood anxiety correlates with and predicts adolescent depression. The present review synthesizes current knowledge of relations between childhood anxiety and adolescent depression, focusing on the possibility that primary anxiety in childhood may cause secondary depression in adolescents. Across existing studies, evidence strongly supports childhood anxiety as a risk factor for adolescent depression, and long-term follow-up studies of cognitive-behavioral childhood anxiety treatments may suggest a causal anxiety-depression link. However, mechanisms underlying this relationship remain unexplored. Future directions include careful assessment of comorbidity between anxiety and depressive disorders, longitudinal evaluations of anxiety and depression following interventions for childhood anxiety, and investigations of mediators and moderators of the anxiety-depression link. Finally, mechanisms by which the treatment of childhood anxiety might prevent depression in adolescents are proposed.