While recent evidence has indicated that experienced racial discrimination is associated with increased depressive symptoms for African American adolescents, most studies rely on cross-sectional and short-term longitudinal research designs. As a result, the direction and persistence of this association across time remains unclear. This article examines longitudinal associations between experienced racial discrimination and depressive symptoms among a community sample of African American adolescents (N = 504) from Grade 7 to Grade 10, while controlling for multiple alternative causal pathways. Sex was tested as a moderator of the link between experienced racial discrimination and later depressive symptoms. Structural equation modeling revealed that experienced racial discrimination was positively associated with depressive symptoms 1 year later across all waves of measurement. The link between experienced racial discrimination at Grade 7 and depressive symptoms at Grade 8 was stronger for females than males. Findings highlight the role of experienced racial discrimination in the etiology of depressive symptoms for African Americans across early adolescence.