Religious orientation can be divided into intrinsic and extrinsic: intrinsically oriented individuals “live their religion,” whereas extrinsically oriented individuals practice religion mainly to gain external benefits. In adults, depression has been found to correlate negatively with intrinsic religious orientation and positively with extrinsic orientation. Studies of the relation between religiosity and depression typically have not been longitudinal, conducted with adolescents, controlled for the influence of other factors associated with depression (i.e., negative cognitions), or examined the reverse relation of depression predicting religious orientation. Our four-month longitudinal study of 273 ninth-grade students addressed these issues. Results showed that higher intrinsic religious orientation measured at baseline significantly predicted lower self-reported depressive symptoms four months later, controlling for initial level of depressive symptoms and cognitive style; in contrast, extrinsic orientation and the interaction between religious orientation and life events did not significantly predict later depressive symptoms. Self-reported depressive symptoms, however, did not predict either intrinsic or extrinsic religious orientation four months later. Factors contributing to different findings for adolescents versus adults in the relation between extrinsic religious orientation and depression are suggested.