The relationship between early life stress and depression might be affected by several different factors, and several variables might likewise mediate this relationship. Among others, the relationship between early life stressors and later depression might operate through resilience, later negative experiences, cognitive flexibility, and coping. Moreover, these relations may be moderated by the brain-derived neurotrophic factor (BDNF) Val66Met polymorphism. The present investigation demonstrated that in Carleton University undergraduates, depressive symptoms were positively correlated with early life trauma, emotion-focused and avoidant coping, and later negative experiences, and were negatively linked with problem-focused coping, resilience, and cognitive flexibility. The latter variables (coping style, recent negative events, resilience, and cognitive flexibility) also served as mediators between early-life stressors and depression. There was no significant moderating effect of BDNF on these relationships; however, this should not be taken to imply that BDNF does not have a role in the evolution of depressive illness.