The Early Head Start Research and Evaluation Project, a random-assignment evaluation, found a broad pattern of positive impacts for children and families. However, there were no program impacts on depression or use of mental health services by the time children reached age 3, at the end of the Early Head Start (EHS) program. This paper presents recent findings from the follow-up study in the spring prior to the children entering kindergarten, when a positive program impact emerged for reducing maternal depression. Results show that earlier program impacts on children and parents (when children were 2 and 3 years of age) mediated, or led to, the delayed impact on maternal depression. The combination of the most promising child factors accounted for over 57% of the later impact on depression, while the most promising parent factors accounted for over 35% of the later impact on depression. Implications for EHS programs are discussed.