In two longitudinal studies, the authors examined the direction of the relationships between trait gratitude, perceived social support, stress, and depression during a life transition. Both studies used a full cross-lagged panel design, with participants completing all measures at the start and end of their first semester at college. Structural equation modeling was used to compare models of direct, reverse, and reciprocal models of directionality. Both studies supported a direct model whereby gratitude led to higher levels of perceived social support, and lower levels of stress and depression. In contrast, no variable led to gratitude, and most models of mediation were discounted. Study 2 additionally showed that gratitude leads to the other variables independently of the Big Five factors of personality. Overall gratitude seems to directly foster social support, and to protect people from stress and depression, which has implications for clinical interventions. © 2007 Elsevier Inc. All rights reserved.