A model of social behaviours, peer rejection, social cognitions and psychosocial outcomes in children aged 9 to 12 was investigated. Two studies, including one pilot study (Study 1) and a longitudinal study with two waves and a 6-month lag between assessments (Study 2A and Study 2B), were conducted to examine the cross-sectional and longitudinal relationships pertaining to the antecedents and consequences of peer rejection as children approach adolescence. In Study 1, perceptions of relationships, peer-related attributions, and depressive symptoms were examined as consequences of peer rejection among 208 Grade 5 and 6 children aged 9 to 11 from one primary school. The findings from this study indicated that social cognitions play a partial mediating role linking peer rejection to depressive symptoms. The interaction between peer rejection and social cognitions did not contribute to the prediction of depressive symptoms, therefore a diathesis-stress model of depression was not supported. Study 2A and 2B were cross-sectional and longitudinal examinations of Study 1. A model of social behaviours, peer rejection, social cognitions and children's functioning was proposed and tested. In these studies, perceptions of relationships and perceived social acceptance were indicators of social cognitions. Participants were 334 Grade 5 to 7 children mostly aged 9 to 12, with 308 participants completing both assessments of the longitudinal study. Results of Study 2A provided further support for the mediating role of social cognitions between peer rejection and depressive symptoms. Positive associations between peer rejection, relational aggression and withdrawal, and a negative association between peer rejection and prosocial behaviour were also found. Significant associations of externalising behaviour with physical aggression and peer rejection were also found, suggesting separate pathways to depression and externalising behaviour via children's behaviours and peer rejection. In the longitudinal study, earlier relational aggression and withdrawal were associated with later peer rejection. No support for a longitudinal mediation effect for social cognitions in the peer rejection-depression relationship was observed, although a bidirectional association between social cognitions and depressive symptoms over time was found. Gender differences and moderation were also tested, but few effects were found. It was concluded that children's cognitions regarding peer relationships and perceived social acceptance are important factors in understanding the pathways from peer difficulties to depression during late childhood. Furthermore, evidence was found for specific pathways linking children's social behaviours to depression and externalising behaviour. Implications for theory, research and practice are discussed, including the importance of considering the child's perceptions of their peer functioning as well as actual peer status, and the need for future research to examine social cognitive factors relevant to aggression as well as withdrawal. Possible directions for targeted interventions are also described.