Kaufman et al.  reported a higher order interaction effect between specific genetic and environmental factors in a model of depressive symptoms, requiring independent replication. BDNF Val66Met and 5-HTTLPR genotypes were determined in female participants pertaining to a large ongoing twin study. Participants also filled in questionnaires on childhood adversity and depressive symptoms. Two- and three-way interactions between genetic polymorphisms and early adversity were examined in models of depressive symptoms. BDNF Met allele(s) moderated the effect of early adversity on depressive symptoms (two-way interaction), and this BDNF Met × childhood adversity interaction in turn was moderated by 5-HTTLPR genotype (three-way interaction). However, a main effect of BDNF Met on childhood adversity was also observed, possibly indicating confounding by gene–environment correlation. Higher order interaction effects involving BDNF Val66Met, 5-HTTLPR and childhood adversity may contribute to the etiology of depressive illness. © 2007 Wiley-Liss, Inc.