In order to further understand why depressive symptoms are associated with negative goal appraisals, the present study examined the genetic and environmental correlations and interactions between depressive symptoms and career-related goal appraisals. A total of 1,240 Finnish twins aged 21–26 years completed a questionnaire containing items on the appraisal of their career goals along five dimensions: importance, progress, effort, strain, and self-efficacy. In the same questionnaire, the 10-item General Behavior Inventory assessed depressive symptoms. Structural equation modeling was used to evaluate the genetic and environmental correlations and gene–environment interactions between the career-goal appraisals and depressive symptoms. Associations were identified, and were attributed to environmental factors. Of the career-related goal appraisals, the shared environmental component was of a higher magnitude for the dimension of strain among the depressed compared with non-depressed subjects. The results indicate that the interplay between depressive symptoms and negative career-related goal appraisals is significantly affected by environmental factors, and thus possibly susceptible to targeted interventions.