Several studies have noted that the vulnerability that appears to stem from insecure attachment may originate with cognitive processes (Ingram, 2003). The conceptual similarities between Bowlby’s (1969, 1973) attachment theory and Young’s (1994) schema theory have been noted (Mason et al, 2005). Few studies have examined the relationship of attachment style, cognitive style and affect in adolescence. Moreover, studies of depressed children and adolescents in clinical samples have rarely reported on the status of mothers (Hammen et al, 1999) or fathers. The present exploratory study investigated two mechanisms of risk for adolescent internalising disorders, modelling of parents’ attachment style, cognitive style and affect and indirect learning through attachment representations. A cross-sectional between-subjects postal questionnaire design was employed. A clinical sample of 10 adolescents with internalising disorders and their parents (10 mothers and 2 fathers) completed a questionnaire battery incorporating self-report measures of attachment style, affect symptomatology and cognitive style. Correlational analysis did not provide support for the modelling hypothesis with regard to matching between adolescents’ and mothers’ attachment styles, cognitive styles or affect. Adolescents’ cognitive style was not found to be related to mothers’ affect or history of internalising problems. However, significant relationships were evident between adolescents’ cognitive schemas, internalising symptomatology and attachment style. The significant results obtained are consistent with interpersonal relationship and cognitive vulnerability theories of risk but need to be interpreted with the caution necessary to an exploratory study. Implications concerning mechanisms of risk for adolescent internalising disorders are discussed.