This research examines differential associations between attachment dimensions (anxiety and avoidance) and emotion regulation (ER) strategies (dysregulation and suppression) in middle childhood and early adolescence. Furthermore, the study investigates how attachment and ER relate to depressive symptoms and perceived parenting. Two cross‐sectional studies ( N = 339 and N = 746) supported the hypothesized associations between attachment anxiety and avoidance and emotional dysregulation and suppression, respectively. Mixed evidence was found for ER as a mediator in associations between attachment and depressive symptoms. Study 2 found that parental responsiveness and autonomy‐support are related differentially to the attachment dimensions. The Discussion focuses on the dynamics involved in associations between parenting, attachment, ER, and depression and on directions for future research.