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Depression is one of the most common mental disorders among adolescents, negatively affecting their well-being and imposing a substantial economic burden on society. Understanding its prevalence and associated factors is crucial for effective prevention and intervention strategies. This was a cross-sectional, quantitative study conducted nationwide in Cape Verde during October and November 2023. A structured sample of 782 adolescents (52.7% male), aged 15–19, was randomly selected from households and interviewed using the Mini International Neuropsychiatric Interview (MINI 5.0). Key validated instruments - including the MINI, BDI-II, DASS-21, BAI, BHS, BSS, MSPSS, SCS-SF and ASSIST - were employed for diagnostic and symptom assessment. Those diagnosed with depressive disorders completed additional self-assessment questionnaires. Data was analyzed using appropriate statistical tests to assess associations and significance levels (p < 0.05). The overall prevalence of depressive disorders was 11%, significantly higher in females (p < 0.05). No significant variation was observed across municipalities (p = 0.287), except for the major depressive episodes with melancholic features, which were more prevalent in Santa Catarina and Praia, followed by S. Vicente and S. Felipe [χ²(20, N = 105) = 36.844; p < 0.001]. Depressive symptoms were significantly associated with female sex, low family income, anxiety, stress, hopelessness, impaired social and romantic relationships, and elevated suicide risk (p < 0.05). However, no significant associations were found with current generalized anxiety disorder or alcohol abuse and other psychoactive substance use (p > 0.05). Self-compassion and perceived social support emerged as protective factors against depression (p < 0.05). This study presents the first nationally representative data on adolescent depression in Cape Verde. The findings indicate a high prevalence (11%) of depressive disorders among adolescents aged 15–19, with considerable functional impairment and increased suicide risk. Key associated factors include being female, low household income, psychological distress (anxiety, stress, hopelessness), and difficulties in interpersonal relationships. Conversely, self-compassion and social support serve as important protective factors. Addressing gender disparities and reinforcing mental health interventions - especially for girls and adolescents from low-income families - is essential to reducing the burden of adolescent depression in Cape Verde. Not applicable.