In the current four-wave, longitudinal study, adolescent stress, internalizing problems, and the reciprocal influences of these variables were examined. Data were obtained from the Korea Youth Panel Study, which included 3188 (1594 male and 1594 female) middle- and high-school students who enrolled in the study from 2004 to 2007. The mean participant age was 14.79 years in 2004. By using a cross-lagged, autoregressive model, it was shown that stress levels and internalizing problems had reciprocal influences on one another over time (all four time points). At each of the time points, the effect sizes of stress on internalizing problems were significantly greater than those of internalizing problems on stress.