Parental psychological control has consistently been linked to greater engagement in problem behaviors among adolescents, including over-eating behaviors, under-eating behaviors, risky cyber behaviors, and substance use. Previous research has suggested that child characteristics, such as temperament, may moderate this association. However, little research has examined characteristics of the adolescent that may place them at greater risk for experiencing such problem behaviors as a result of psychologically controlling parenting. Therefore, the current study examined the role of adolescents’ depressive symptoms as a risk factor (moderator) for the association between parental psychological control and adolescent problem behaviors. Participants included 161 adolescents (Mage = 14.42, SD = 1.73; 80.7% Caucasian; 59.6% female) living in a University city in a Mid-Atlantic state. Participants completed survey questionnaires about parental psychological control, problematic eating behaviors, risky cyber behaviors, substance use, and depressive symptoms. Results indicated that psychological control was significantly and positively associated with under-eating behaviors. Psychological control was also found to be associated positively with risky cyber behaviors and substance use, but only for adolescents who reported greater depressive symptoms. The findings provide support for the role of depressive symptoms as a risk factor for the associations between psychological control and problem behaviors among adolescents.