This study focuses on the temporal sequence between social anxiety and depressive symptoms, and whether cybervictimization might mediate these links. We used a longitudinal sample of 501 early adolescents (51.9% girls; Mage = 13.96) followed at three time points. Using a cross-lagged path model in MPlus, we found that social anxiety predicted depressive symptoms over time, but not the other way around. Time-1 depressive symptoms also predicted cybervictimization, but only for boys and not for girls. No mediating effects of cybervictimization emerged; however, Time-2 social anxiety was a significant mediator between Time-1 social anxiety and depressive symptoms, whereas Time-2 depressive symptoms significantly mediated the link between Time-1 social anxiety and Time-3 depressive symptoms. In sum, social anxiety was a strong predictor of depressive symptoms over time but not vice versa-irrespective of cybervictimization.