Previous cognitive vulnerability studies have identified sociotropy/dependency as a personality characteristic related to depression. We evaluated sociotropy in differential prediction of depression vs. anxiety. Participants (70 females, 42 males) were tested on the Beck Depression Inventory (BDI) and the Beck Anxiety Inventory (BAI) at two points in time (T1 and T2), separated by an interval of 4 weeks. The Sociotropy-Autonomy Scale (SAS) was administered at T1. Sociotropy was related moderately to the BDI at T1 and T2, but also to the BAI. Autonomy was related to neither. Hierarchical multiple regression analyses found sociotropy to predict anxiety at T2, but not depression. The issue of cognitive vulnerability marker specificity is discussed. © 2003 Wiley Periodicals, Inc. J Clin Psychol, 2003.