This study investigated the occurrence of depressive symptoms prior to age 36 months as retrospectively reported by parents of preschoolers with clinical depression. The study provides some of the first empirical data on the manifestations of depressive symptoms during the toddler period, advancing existing theoretical and case-report literature. A sample of 301 (depressed, disruptive, and healthy) children between the ages of 3.0 and 6.0 years were screened and oversampled for depressive symptoms from community sites. Primary caregivers (parents) were interviewed about their child's symptoms of depression (as well as other symptoms of mental disorders and developmental parameters), and age of first onset of depressive symptoms was ascertained. Findings suggest that clinical-level symptoms of depression may arise as early as age 24 months. The domain of negative self-concept during the toddler period evidenced by self-deprecation and difficulty making choices emerged as the two strongest variables predictive of preschool depression. Our results suggest that prospective empirical studies of depressive symptoms in children younger than 3 years of age should now be undertaken.