Depression is known to be associated with a wide array of environmental factors. Such associations are due at least in part to genetic influences on both. This issue has been little explored with preadolescent children. Measures of family chaos and parenting style at age 9 and child depressive symptoms at age 12 were completed by 3,258 twin pairs from the Twins Early Development Study and their parents. Quantitative genetic modeling was used to explore common and unique genetic and environmental influences on both family environment and later depressive symptoms. Depressive symptoms at age 12 were significantly heritable. Moderate genetic effects influenced parenting style and family chaos at the age of 9, indicating gene–environment correlation. There were significant genetic correlations between family environment and depressive symptoms. There was some evidence of a Gene × Environment interaction, with stronger genetic effects on depressive symptoms for children with more suboptimal family environment. There was an Environment × Environment interaction, with effects of nonshared environment on depressive symptoms stronger for twins with more adverse parenting experiences. There is some evidence for gene–environment correlation between aspects of family environment in middle childhood and subsequent depressive symptoms. This suggests that one of the mechanisms by which genes lead to depressive symptoms may be by themselves influencing depressogenic environments.