Adolescent depression is a significant public health concern, and studying its multifaceted factors using traditional methods possess challenges. This study employs random forest (RF) algorithms to determine factors predicting adolescent depression scores. This study utilized self-reported survey data from 56,008 Canadian students (grades 7-12) attending 182 schools during the 2021/22 academic year. RF algorithms were applied to identify the correlates of (i) depression scores (CESD-R-10) and (ii) presence of clinically relevant depression (CESD-R-10 ≥ 10). RF achieved a 71% explained variance, accurately predicting depression scores within a 3.40 unit margin. The top 10 correlates identified by RF included other measures of mental health (anxiety symptoms, flourishing, emotional dysregulation), home life (excessive parental expectations, happy home life, ability to talk to family), school connectedness, sleep duration, and gender. In predicting clinically relevant depression, the algorithm showed 84% accuracy, 0.89 sensitivity, and 0.79 AUROC, aligning closely with the correlates identified for depression score. This study highlights RF's utility in identifying important correlates of adolescent depressive symptoms. RF's natural hierarchy offers an advantage over traditional methods. The findings underscore the importance and additional potential of sleep health promotion and school belonging initiatives in preventing adolescent depression.