Risk for major depressive disorder (MDD) increases dramatically during adolescence and disproportionately affects girls. The mechanisms mediating sex differences in the risk for MDD are not fully understood; however, interactions between social, cognitive and neurodevelopmental factors likely explain some of this risk. Adolescent girls are more prosocial and experience more interpersonal stress than boys, which may contribute to the gender discrepancy in MDD onset. Moreover, given their prosocial nature, girls may more readily integrate social feedback from peers into their own identity via self-referential processing (SRP) that engages cortical midline structures (i.e. medial prefrontal and posterior cingulate cortices). These brain regions overlap with the default mode network (DMN), which displays aberrant activation and functional connectivity during SRP and rumination. Importantly, functional connectivity between DMN and the fronto-parietal network (FPN; i.e. dorsolateral prefrontal cortex and inferior parietal lobule) may also be disrupted in MDD, particularly during cognitive control, indicating that the interaction between DMN and FPN warrants investigation.