PurposeDepression is among the leading causes of disability and contributes significantly to the overall disease burden affecting children. Family cohesion has been identified as a protective factor against depression. Examining this relationship is necessary in sub-Saharan Africa, specifically in Uganda—a country characterized by a high prevalence of HIV/AIDS, and high rates of chronic poverty, all of which stress family functioning and elevate child behavioral challenges. This study examined the relationship between family cohesion and depression among school-going children with elevated symptoms of behavioral challenges in southern Uganda. MethodsAt baseline, 2089 children were enrolled in the National Institutes of Health-funded Strengthening Mental Health and Research Training Africa study in Southwestern Uganda. This article analyzed data from 626 children aged 8–13 years with elevated behavioral challenges. We conducted multilevel mixed-effects Poisson regression to determine the association between family cohesion and depression. We controlled for sociodemographic and household characteristics. ResultsThe mean age was 10.3 years. The overall mean depression score was 3.2 (standard deviation = 2.7, range = 0–15). Family cohesion (β = −0.03, 95% confidence interval [CI]: −0.04, −0.02, p < .001) and owning essential items by the child (β = −0.13, 95% CI: −0.23, −0.04, p = .005) were protective against depression among children. Additionally, we observed being a single orphan (β = −0.44, 95% CI: −0.03, −0.86, p = .036) and having both parents (β = −0.43, 95% CI: −0.06, −0.81, p = .023) were associated with depression among children. DiscussionFindings from this study reveal that family cohesion was protective against depression. Therefore, it is vital to strengthen family support systems by developing programs aimed at strengthening family relationships as a catalyst for addressing depression among children.