This longitudinal study examines whether adjustment to college is influenced by cognitive vulnerability and symptoms of depression before and during the transition. Two hundred and eleven students completed the French version of the Beck Depression Inventory — Second Edition, Dysfunctional Attitude Scale, and the Student Adaptation to College Questionnaire. During their first year in college, 6.2% of the participants reported symptoms of depression at moderate to severe levels. Despite the higher number of depressed girls, results showed no gender difference regarding academic and social adjustment. During the two years of college, cognitive distortions and depression symptoms contributed to predict these forms of adjustment. A discussion of these results concludes the article.