Anxiety and depressive disorders are the most common mental health problems for adolescents; understanding their etiology and course is necessary for developing effective prevention and treatment programs. The tripartite model of anxiety and depression was evaluated in a random, clinical sample of 185 adolescents, with an average age of 15.09 years (SD = 1.9), with 58.4% males (n = 108). Survey packets were mailed to participants (61% response rate). Two models were evaluated: (a) Model one fit adequately, however, modification indices and prior research and theory suggested adding paths between anxiety and depression. (b) Model two tested paths between anxiety and depression; this revised model fit the data well, suggesting a relationship from anxiety to depression. Further, physiological hyperarousal may be a distinct component for anxiety and negative affectivity may be a general risk factor for anxiety and depression in adolescents. The findings that different factors contribute to the cause of anxiety and depression have implications for practice.