Stress among adolescents is a widely discussed topic. This study examined stress levels, stress-related factors, and the possible correlation between stress and depression in adolescents at high schools in Thailand. The survey measuring stress (T-PSS-10) and depression (PHQ-9) was conducted on 15- to 19-year-olds in three public urban schools ( n = 168, response rate 90%). The data were analysed with descriptive statistics followed by the analysis of the background factors and their associations with adolescent stress levels using χ2 tests, or Pearson's correlation coefficient, while the mean differences between groups were tested with a T-test or analysis of variance. Adolescent stress levels ranged from 6 to 34 points, 17 being the most typical score (mean 15.95, SD 4.95, n = 164); the higher the score, the more the respondents perceived their lives to be stressful. There were no significant differences in stress levels among adolescents relating to age, gender, regular school attendance or which school attended. However, adolescents' high stress levels were associated with having a high number of depressive symptoms ( r = 0.69, p = < 0.001). Effective mechanisms and more studies need to be carried out in the school environment to monitor, identify and support adolescents' health and well-being.