We examined whether adolescents’ family structure associate with depression in a clinical sample of 508 adolescents (age 13–17 years) treated in psychiatric hospital between April 2001 and March 2006. Psychiatric disorders of adolescents were based on the K-SADS-PL-interview. Adolescents with depression were characterized by a single parent family background (58 %), but less commonly by a child welfare placement (37 %). Depression in adolescents was significantly related to female gender and a single parent family background, but less significantly related to comorbid psychotic or conducts disorders. The association between family structure and depression presents a challenge to mental health services. Early screening for depression in adolescents admitted for psychiatric treatment from “at risk” family types is important to enhance their future wellbeing and coping strategies.