Childhood maltreatment is linked with later depressive symptoms, but not every maltreated child will experience symptoms later in life. Therefore, we investigate whether genetic predisposition for depression (i.e., polygenic score for depression, PGSDEP) modifies the association between maltreatment and depressive symptoms, while accounting for different types of maltreatment and whether it was evaluated through prospective and retrospective reports. The sample included 541–617 participants from the Quebec Longitudinal Study of Child Development with information on maltreatment, including threat, deprivation, assessed prospectively (5 months–17 years) and retrospectively (reported at 23 years), PGSDEP and self-reported depressive symptoms (20–23 years). Using hierarchical linear regressions, we found that retrospective, but not prospective indicators of maltreatment (threat/deprivation/cumulative) were associated with later depressive symptoms, above and beyond the PGSDEP. Our findings also show the presence of gene–environment interactions, whereby the association between maltreatment (retrospective cumulative maltreatment/threat, prospective deprivation) and depression was strengthened among youth with higher PGSDEP scores. Consistent with the Diathesis-Stress hypothesis, our findings suggest that a genetic predisposition for depression may exacerbate the putative impact of maltreatment on later depressive symptoms, especially when maltreatment is retrospective. Understanding the gene–environment interplay emerging in the context of maltreatment has the potential to guide prevention efforts.