BACKGROUND There is limited information on the characteristics of stressful life events in depressed pediatric clinical populations and the extent to which sex, age, and their interactions may influence the relations of life events and depression. Using a very large clinical sample of children and adolescents with major depressive disorder (MDD), we therefore examined life events in various ways, as well as their relations to age and sex. METHODS The study included a clinic-based sample of 434 children (ages 7-14) with a DSM-IV diagnosis of MDD and their mothers, and a school-based comparison sample of 724 children and their mothers. Life event information was obtained from the mothers. RESULTS Children with MDD had twice the number of lifetime stressful events than did the comparison group, with very high levels of stressors by the age of 7-9 that stabilized across adolescence. In contrast, the comparison sample experienced a gradual increase in stressful life events as a function of age up to mid-adolescence. Parental health events, death of close relatives, and intrafamilial events were significantly associated with MDD diagnosis. There were significantly stronger associations between parental health- as well as death-event clusters and MDD diagnosis among younger children than adolescents. LIMITATIONS Geographical differences between the clinical and comparison samples, as well as possible parental reporting biases may affect the generalizability of these findings. CONCLUSION The association between some stressful life events and MDD seems to be moderated by age, underscoring the need to examine specific events, as well as clusters of events. Better understanding of such interactions may facilitate early identification of possible risk factors for pediatric MDD.