This study aimed to explore the role of perseveration in the relations between life events and depression in a 2-year prospective study of non-referred adolescents. Participants were 400 middle school students randomly selected in Taipei. Baseline perseveration was measured using Perseverative Errors on the Wisconsin Card Sorting Test and psychological distress was measured using Anxious/Depressed syndrome on the Child Behavior Checklist. These individuals also completed the Life Event Checklist and the Center for Epidemiologic Studies Depression Scales at follow-up. With adjustment for initial psychological distress and demographic features, the results of multiple regression analyses showed that more perseveration at baseline was associated with greater influence of negative life events on the subsequent depressive symptoms. Perseveration might act as a moderator on the relations of life events to depressive symptoms and lowering perseveration may be a plausible way to decrease the impact of negative life events on adolescent depressive symptoms.