Prior research has established a link between negative early parent–child relationships and cognitive styles related to risk for depression. In attempting to explain this association, several theorists have proposed that attachment insecurity may play a key mediating role. The present study examined the relationships between adolescents’ perceptions of their primary caregivers and negative cognitive styles (i.e., low self-esteem, dysfunctional attitudes, and a negative attributional style), and tested whether these relations were mediated by attachment insecurity. Results from 134 high-school students suggested that adverse parenting tends to have a more negative effect on cognitive style among girls compared to boys and that the association between parenting and cognitive style is largely mediated by attachment insecurity. Adolescents who perceive their parents as critical and perfectionistic tend to report insecure attachment styles characterized by difficulties getting close to others and fears about abandonment, and in turn, these dimensions of attachment insecurity appear to contribute to low self-esteem, dysfunctional attitudes and a negative attributional style.