Effects of lifetime histories of grandparental (G1) and parental (G2) major depressive disorder (MDD) on children's (G3) internalizing problems were investigated among 267 G3 children (ages 2-18 years) who received Child Behavior Checklist (CBCL) ratings and had diagnostic data available on 267 biological G2 parents and 527 biological G1 grandparents. Results indicated that G1 MDD conferred risk for G2 MDD, but not for G3 CBCL scores. G2 MDD predicted higher G3 Internalizing and Anxious/Depressed scores. Also, there was an interaction between G1 MDD and G2 MDD in predicting higher G3 Anxious/Depressed scores such that scores were highest among children with both depressed parents and grandparents. These effects were robust to statistical adjustments for status variables and parental relationship measures but not to adjustment for concurrent parental depressive symptoms.