Background: A growing body of research now supports the validity, clinical significance, and long-term negative impact of depression occurring during the preschool period. However, the prospective continuity of depressive symptoms and risk for major depressive disorder (MDD) from childhood through adolescence for preschoolers experiencing this highly impairing disorder remains unexplored. Such information is likely to be critical for understanding the developmental continuity of preschool depression and whether it continues to be a salient risk factor for an MDD diagnosis following the transition into adolescence and the onset of biological changes associated with it (i.e., puberty). Methods: Subjects were participants in the Preschool Depression Study conducted at the Early Emotional Development Program at Washington University School of Medicine in St. Louis. Subjects and their parents completed baseline assessments that included comprehensive measures of psychopathology and development at baseline and up to 9 follow-up assessments between 2003 and 2017. N = 279 subjects had diagnostic and clinical data available for the preschool period and the early pubertal and/or later pubertal periods and were included in the analyses. There were N = 275 subjects assessed during the early pubertal period and N = 184 subjects assessed during the later pubertal period. Results: Preschool depression was a highly salient predictor of prepubertal and mid-to-post pubertal MDD. Across all modeled time points children with a history of preschool depression continued to demonstrate elevated levels of depressive symptoms from childhood through adolescence, suggesting a heightened trajectory of depressive symptoms relative to their same age peers. Conclusion: Findings from the current study suggest that children with a history of preschool depression follow a trajectory of depression severity elevated relative to their same age peers from childhood through adolescence but with a similar shape over time. They also support the homotypic continuity of preschool depression into adolescence and the onset of puberty.