Lately symptoms of depression among adolescents have been alarmingly increasing. This study was conducted to determine the prevalence of depression and its predictive factors. A cross-sectional study was conducted on randomly selected 191 adolescent consisting of ‘Form Four’ students from five selected secondary schools in the state of Selangor, Malaysia. A self-administrative questionnaire which consisted of six sections (A) demographics, (B) level of depression, (C) family relationships, (D) peer support, (E) level of self-esteem, and (F) academic achievement were handed out. The prevalence of depression was 50.3%. Multiple logistic regression analysis showed that adolescents who had problems with peers were more likely to suffer from depression compared to those without problems with their peers (aOR 2.84, 95% CI 1.50, 5.36). Future researches need to be planned in order to examine additional factors such as pressure from the teachers in order to strengthen our understanding about depression among adolescents. The results of the present study maybe useful to various parties who are concerned about this problem.