Background Substantial research has demonstrated the strong influence of family factors on adolescent depressive symptoms. However, the mechanisms underlying this relationship, particularly the moderating effects of sex and sexual orientation, remain unclear. Objectives This study aimed to investigate the direct and indirect effects of family intimacy on depressive symptoms among adolescents, while examining the mediating role of social inclusion and anxiety disorders. Furthermore, it explored how these effects are moderated by sex and sexual orientation. Method Data from the nationwide School Health Promotion Study in Finland were used (N = 155,166; adolescents aged 14–17 years). The analysis included a multiple mediation model to evaluate the pathways linking family intimacy to depressive symptoms, through social inclusion and anxiety disorders. Moderation analyses were conducted to explore the moderating effects of sex and sexual orientation on these pathways. Results Family intimacy had a significant direct negative effect on depressive symptoms. Social inclusion and anxiety disorders were identified as mediators, with social inclusion serving as a significant buffer to depression. Moderation analysis revealed that these effects were stronger for non-heterosexual adolescents and varied by sex, with females showing a stronger impact of social inclusion on depressive symptoms, whereas males were more influenced by the pathway through anxiety disorders. Conclusion The findings highlight the crucial roles of social inclusion and family intimacy in mitigating depressive symptoms among adolescents. Interventions should prioritize enhancing social inclusion, particularly for non-heterosexual adolescents, and tailor strategies based on sex differences to optimize outcomes.
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