AbstractKaufman et al. [2006] 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.