AbstractBackgroundFemales are at higher risk for developing depression during adolescence than are males, particularly during exposure to stressors like the COVID‐19 pandemic. Examining structural connections between brain regions involved in executive functioning may advance our understanding of sex biases in stress and depression. Here, we examined the role of the cingulum bundle in differentiating trajectories of depressive symptoms in males and females across adolescence and during the pandemic.MethodsIn a longitudinal study of 214 youth (121 females; ages 9–13 years at baseline), we examined whether fixel‐based properties of the cingulum bundle at baseline predict changes in females' and males' severity of depressive symptoms across four timepoints (4–7 years) in adolescence, including during the COVID‐19 pandemic. We also tested whether cingulum properties predict self‐reported resilience and stress during the pandemic.ResultsFemales had lower fiber density and cross‐section (FDC) of the cingulum than did males, a neural pattern that predicted greater increases in depressive symptoms, lower resilience, and higher stress during the COVID‐19 pandemic. Cingulum morphometry predicted changes in depressive trajectories in females, but not in males; specifically, females with lower FDC had significant increases in symptoms throughout adolescence, whereas females with higher cingulum FDC did not. Conversely, males had low, stable depressive symptoms throughout adolescence and higher resilience and lower stress during the pandemic compared to females. Higher cingulum FDC predicted higher resilience and lower stress in both sexes.ConclusionsIn adults, the cingulum has been implicated in sex differences in stress reactivity. We show that in adolescents, the cingulum reflects sex differences in reports of stress and resilience that might contribute to the increased risk of stress‐related mood disorders in females. Adolescent females might benefit from cognitive interventions that strengthen the structural properties of the cingulum and increase their perceived resilience during periods of adversity and disruption.