Self-criticism has been identified as a particularly malignant personality variable that confers vulnerability for the development of depression. Although impressive literature on depressive symptoms and the personality variable self-criticism exists, few studies have examined the origins of a self-critical style and little is currently known as to how the self-conscious affect of shame may impact this link. The aim of this study was to test a more comprehensive path model of depressive symptoms. The proposed model suggested that self-criticism originates from a parental style characterised by low parental warmth and high parental control, with self-criticism and shame representing mediating variables between parental bonding and depression. Participants were 201 undergraduate students who completed measures of parental bonding styles, self-criticism, shame and depressive symptoms. The evaluation of the measurement model utilising partial least squares in part supported the combination of the proposed variables. The implications of these findings for theory and practice are discussed.