Children of depressed parents are significantly more likely to develop depression and other mental health disorders than are children of never-depressed parents. Investigations of the physiological mechanisms underlying this elevated risk have generally focused on basal functioning. It is important to note, however, that physiological reactivity or responses to stress are also critical determinants of mental and physical health. In the current study, we examined whether children of depressed parents exhibit altered physiological responses to stress. In two studies, never-depressed adolescent daughters of either recurrently depressed mothers (RISK) or never-depressed mothers (CTL) underwent social stressors while their physiological responses were measured (cortisol in Study 1, heart rate in Study 2). In both studies, affective responses to the stressors predicted physiological responses in RISK girls, but not in never-depressed girls. For RISK girls, decreased positive affect in response to stress predicted increased cortisol reactivity; in addition, decreased positive affect and increased negative affect were associated with poorer heart rate recovery and habituation, respectively. Future research is needed to examine explicitly whether this coherence between affect and physiology is a mechanism underlying the increased risk for psychopathology in children of depressed parents.