This study extends previous gene‐by‐environment (G × E) research through design and methodological advances and examines alternative hypotheses of diathesis stress, vantage sensitivity, and differential susceptibility. In a sample of 984 adolescents and their parents, we examined whether effects of parental support, proactive, punitive, harsh punitive, and psychological control on externalizing problem behavior are moderated by adolescents' genotype for the dopamine transporter (DAT1) or receptor D4 (DRD4) gene. Results provided evidence for main effects of parenting behavior and DRD4, and multiple interaction effects of which one survived Bonferroni correction. Adolescents carrying a long DRD4 variant were more susceptible to the effects of parental proactive control on aggression, for better and for worse. Critical considerations were made regarding the complexity of G × E research.