The overarching aim of the work reported in this thesis is to build on the current research investigating the psychological and social processes in mental health disorders; in particular the socio-cognitive affective processing in depression across the lifespan. Depression risk is prevalent amongst adolescents, and there has been considerable research interest focusing on building a clear profile of the mechanisms of depression based on adult models. Here, I address these mechanisms and also integrate evolutionary principles to help better understand why depression may have evolved as an adaptive process involving elevated sensitivity to socially threatening information, negative self-referential processing biases, and behaviours associated with mitigating low social-rank status. Chapter 1 introduces the reader to depression and current theoretical frameworks relevant to social processing. Depression risk is then discussed, with a particular focus on adolescence as a sensitive period for both social development and depression vulnerability. Chapter 2 investigates how sensitivity to affectively-laden social information can impact the cognitive systems needed for everyday functioning, with a focus on cognitive control. Chapter 3 focuses on negative biases in the construction of the social self in adolescents at risk versus lower risk of developing depression. Chapter 4 takes a data-driven approach to investigate the relational social values that are important for social inclusivity. Then, further analysis looks at how these social values change as a function of age and mood. Chapter 5 investigates how hierarchical social information might influence memory, using a fully mature cognitive system (i.e. non-depressed adults). Finally, Chapter 6 integrates the evidence from Chapters 2-5 and provides a general discussion about the social processes in adolescents at risk of developing depression.