Adolescents are at a high risk of depressive symptom. A substantial body of literature indicates that early environmental unpredictability (EU) significantly affects the likelihood of developing depressive symptom. However, only a few studies have focused on the mediating mechanisms underlying this relationship. Based on life history (LH) theory and the adaptive calibration model, this study constructed a chain-mediating model to examine whether the association between EU and depressive symptom among Chinese adolescents is mediated by sense of control and fast life history strategies. In total, 1838 Chinese adolescents (47.8% women, mean age=13.17±0.99years) participated in this study and responded to self-report measures of EU, fast LH strategies, sense of control, and depressive symptom. (1) There were significant correlations between EU, sense of control, fast LH strategies, and depressive symptom. (2) After controlling for the effects of sex, age and socioeconomic status, EU still had a significant positive effect on depressive symptom. (3) Adolescent depressive symptom was partly influenced by EU through three different pathways: the mediating role of sense of control, the mediating role of fast LH strategies, and the chain-mediating role of both sense of control and fast LH strategies. (4) There are significant gender differences in the above chain mediation models. The analysis is cross-sectional, which limits causal inference. These findings contribute to a more comprehensive understanding of risk factors for adolescent depressive symptom. The chain-mediating effect of a sense of control and fast LH strategies plays an important role in the occurrence of depressive symptom.