Peer antisocial behavior robustly predicts adolescents' own behavior, but not all adolescents are equally vulnerable to their peers' influence and genetic factors may confer vulnerability. This study used data of n = 3,081 adolescents from the Avon Longitudinal Study of Parents and Children to examine whether brain‐derived neurotrophic factor (BDNF), a polymorphism that affects psychological functioning, moderates the association between affiliation with aggressive peers at age 10 and own aggression at age 15. A significant gene–environment interaction was found, where those who affiliated with aggressive peers in childhood showed increased risk of being aggressive in adolescence if they carried the BDNF met‐met variant compared with val‐val carriers. Our findings underline the importance of both biological and social factors for adolescent development.