We analyzed whether perceived demands associated with social change and coping with these demands are related to depressive symptoms in German adolescents from the highest versus middle/lowest educational track. Demands reflected an increase in uncertainty (e.g., risk for getting no job). Adolescents on the highest educational track perceived fewer demands in the field of education/work and reported lower levels of depression than adolescents on lower educational tracks. In addition, work-related demands were associated with depressive symptoms only in students on lower educational tracks. Whereas problem-focused coping with these demands was associated with lower depressive symptoms in all students, we found that associations of distancing from demands with depression varied by educational track. We conclude that increased uncertainty associated with social change serves as a stressor that relates to adolescents’ depressive symptoms. However, educational attainment is an important resource for dealing with these stressors.