Although there is substantial evidence documenting the stress generation effect in depression (i.e., the tendency for depression-prone individuals to experience higher rates of life stress to which they contribute), additional research is required to advance current understanding of the specific types of dependent stress (i.e., events influenced by characteristics and attendant behaviors of the individual) relevant to this effect. The present study tested an extension of the stress generation hypothesis, in which the content of dependent stress that is produced by depression-prone individuals is contingent upon, and matches, the nature of their particular vulnerabilities. This extension was tested within the context of two cognitive models (i.e., hopelessness theory [Abramson, Metalsky, & Alloy, 1989] and Cole’s [1990, 1991] competency-based model) and two interpersonal models (i.e., Swann’s [1987] self-verification theory and Coyne’s [1976] interpersonal theory) of depression. Overall, support was obtained for vulnerability-specific stress generation. Specifically, in analyses across vulnerability domains, evidence of stress-generation specificity was found for all domain-specific cognitive vulnerabilities except self-perceived social competence. The within-domain analyses for cognitive vulnerabilities produced more mixed results, but were largely supportive. Additionally, excessive reassurance-seeking was specifically predictive of dependent stress in the social domain, and moderated, but did not mediate, the relation between negative inferential styles overall and in the interpersonal domain and their corresponding generated stress. Finally, no evidence was found for a stress generation effect with negative feedback-seeking.