--- - |2 Two longitudinal studies conducted with early adolescents (ages 10–13) examined the hypothesis that self‐continuity, or the degree to which individuals feel that they remain the same person over time regardless of how their specific characteristics may change, would moderate the association between victimization and depressed affect. Both Study 1 (N = 141) and Study 2 (N = 100) provided evidence of the moderating role of self‐continuity as a buffer on the effect of peer victimization. Study 2 confirmed that self‐continuity had a moderating effect after controlling for academic performance, number of friends, self‐esteem, self‐concept clarity, hopelessness, and self‐blame. Findings support self‐continuity as being protective with regard to negative peer environments. - Journal of Research on Adolescence, EarlyView.