Introduction: This study explored the extent to which disaggregated support from family, peers, close friendships, teachers, and schools predicted membership into identified, sex-specific trajectories of depressed mood in 3210 Australian adolescents (49% females) based on self-report data collected at four annual time points from school Grade 6 to 9 (ages 10–16). Methods: The sample was initially split by sex. Group-Based Trajectory Modelling was used to identify the trajectory groups using a Censored Normal model, starting with a two-group model and increasing group size in increments of one, up to a six-group model. Overall model-fit and specific model-fit criteria were examined, and participants were allocated to best-fit groups. Multinomial Logistic Regression examined the associations between baseline social supports and allocated trajectory group membership. Results: For boys, four trajectory groups were identified which were given the qualitative labels; Low Stable, Moderate Stable, Moderate Decreasing, and High Stable. Regression analysis showed that higher rates of peer belonging were associated with membership in the low and moderate groups compared to the High Stable group. For girls, four trajectory groups were identified and labelled as Low Stable, Moderate Decreasing, Moderate Increasing and High Increasing. Regression analysis showed that higher rates of family support, school climate, and peer belonging were associated with membership in the low and moderate groups compared to the High Increasing group. Conclusions: Implications included the need for school-based early intervention programs to consider disaggregated supports and vary their interventions by sex. Limitations and directions for future research are discussed.