Losing a close relationship is highly stressful and a robust predictor of major depression in adolescents. The current study examined relationships between attachment insecurity, parasympathetic nervous system activity, indexed by respiratory sinus arrhythmia (RSA), and adolescent adjustment to the loss of a close social partner. Adolescents with more attachment anxiety to their mother at age 14 were more likely to report poorer adjustment to a subsequent loss than adolescents with less attachment anxiety. Attachment avoidance interacted with stress-induced changes in RSA to predict loss adjustment. Among adolescents with higher RSA in response to the stressor, those with more attachment avoidance reported better loss adjustment, whereas among adolescents with lower RSA in response to the stressor, those with more attachment avoidance reported poorer loss adjustment. In sum, the combination of attachment insecurity and stress-induced changes in RSA predicted how well adolescents adjusted to a loss.