Adolescence is a critical period for the development of depressive symptoms and the understanding of vulnerability factors that facilitate their onset is pivotal. In this study, we focused on Beck’s cognitive triad, namely its three-fold structure, comprising views of the self, world, and future. Despite its crucial role in the cognitive theory of depression, the relationship between the cognitive triad and depressive symptoms in adolescence is still unclear. In our study, we adopted a meta-analytic commonality analysis approach, in order to clarify whether the three components of the triad overlap in accounting for depressive symptoms, or they show distinct profiles of association. By relying on six independent samples of early adolescents (age range = 13–14: n = 174, 66% female, n = 347, 41% female), mid adolescents (age range = 15–17: n = 304, 61% female; n = 92, 34% female), and late adolescents (age range = 18–21: n = 217, 84% female, n = 101, 56% female), we showed that the views of the self, world, and future substantially overlap in accounting for depressive symptoms, although specific areas of distinctiveness could be detected. Moreover, the association between the cognitive triad and depressive symptoms appeared to be a function of both the developmental phase and gender. Furthermore, the cognitive triad emerged as specifically related to symptoms related to negative mood, absence of positive mood, and negative appraisal of the past. These findings advance our understanding of cognitive vulnerability for depressive symptoms in adolescence.Supplementary InformationThe online version contains supplementary material available at 10.1007/s10578-022-01323-w.