BackgroundJob stressors can be particularly harmful to the mental health of disadvantaged groups through differential exposure, differential sensitivity to the effects of exposure, or both. In this paper, we assess the extent to which emergent adult workers with an adolescent history of high depression symptoms may be differentially sensitive to the effect of job stressors on mental health.MethodsWe conducted a secondary analysis of three waves of the Australian arm of the International Youth Development Study (n = 1262). We used multivariable linear regression to assess whether self‐reported measures of high depression symptoms at one or two time points in adolescence (ages 11–16 years) modified the cross‐sectional association between four self‐reported job stressors (job demands, job control, job strain, and incivility at work) and psychological distress (Kessler‐10 scores) in emergent adulthood (ages 23–27 years).ResultsFor all four job stressors, there was a consistent pattern of approximately a doubling in the magnitude of association for participants with a history of high depression symptoms at two points in adolescence compared with those with no history of depression. However, results of effect modification analysisfor only job demands and job strain excluded chance as a potential explanation.ConclusionsFindings showed partial support for the hypothesis that a history of high depression symptoms in adolescence predicts stronger associations between job stressor exposures and psychological distress among those employed in emergent adulthood. The limitations of this secondary analysis suggest a need for purpose‐designed studies to answer this important research question more definitively.