ABSTRACT Mental health issues, especially depression among adolescents is a global concern. This study focuses on understanding the prevalence and factors influencing depression among adolescents in Uttar Pradesh (UP), India. The study was utilized data from the Understanding the Lives of Adolescents and Young Adults (UDAYA) survey (Wave-1) conducted in 2015–16 among adolescents (aged 10–19 years). Bi-variate analysis, t-test, ANOVA, and ordered probit regression were employed for statistical analysis (N = 8,363). The ordered probit model demonstrated significant associations with higher depression among older adolescents (coef. = 0.16; 95% CI: 0.09, 0.24), females (coef. = 0.19; 95% CI: 0.13, 0.26), those with higher schooling (coef. = 0.19; 95% CI: 0.05, 0.33), and non-Hindu individuals (coef. = 0.08; 95% CI: 0.01, 0.15). Additionally, depression was notably higher in the richest households (coef. = 0.14; 95% CI: 0.05, 0.23), with high parental interaction (coef. = 0.11; 95% CI: 0.02, 0.21), and high peer interaction (coef. = 0.23; 95% CI: 0.16, 0.31). Conversely, lower depression was linked to good academic performance (coef. = -0.10; 95% CI: −0.18, −0.02), belonging to OBC (coef. = -0.11; 95% CI: −0.18, −0.05), and general (coef. = -0.09; 95% CI: −0.17, −0.01) categories. The study concludes that addressing adolescent depression in UP requires a nuanced approach considering demographic, socio-economic, and interpersonal factors. Interventions should target vulnerable groups while addressing academic stress, promoting positive social interactions, and providing mental health support. Further research is needed to explore underlying mechanisms and develop effective strategies for improving adolescent mental well-being in the region.