Objective. This study investigated whether low reward responsiveness marks vulnerability for developing depression in a large cohort of never-depressed 16-year-old adolescents who completed a reward task and were subsequently followed for 9 years, during which onset of depression was assessed. Method. Data were collected as part of the TRacking Adolescents’ Individual Lives Survey (TRAILS), an ongoing prospective cohort study. Reward responsiveness was assessed by the spatial orienting task at 16 years and depression was assessed at 19 years by the World Health Organization Composite International Diagnostic Interview and at 25 years by the Lifetime Depression Assessment Self-Report. Participants who completed the reward task at 16 years, had no previous onset of depression, and were assessed on depression onset at 19 and/or 25 years were included in the present study (N = 531; 81 became depressed during follow-up). Results. Difficulties in shifting attention from expected non-reward to expected reward and from expected punishment to expected non-punishment at 16 years predicted depression during follow-up. This was found only at an automatic level of information processing. Conclusion. The findings suggest that decreased reward responsiveness at 16 years marks vulnerability for depression. Prevention programs may aim at increasing at-risk adolescents’ responsiveness to cues for potential rewards, particularly in situations in which they are focused on negative experiences.