Depressive disorder is a significant public health problem worldwide, which adversely affects children and adolescents’ health. Impaired fasting blood glucose (IFG) is more common in depressive disorder, which becomes a clinical problem that needs to be focused on. The study purposed to determine the prevalence and related factors of IFG in Chinese children and adolescents with depressive disorder and the relationship between triglyceride and high-density lipoprotein cholesterol (TG/HDL-C) ratio and IFG. This research encompassed 756 individuals aged 8 to 18 with major depressive disorders, all diagnosed under DSM-5 criteria at the Third People’s Hospital of Fuyang from January 2020 to December 2021. We detected fasting blood glucose (FBG) and lipid levels and assessed the suicidal behaviors and depressive symptoms severity of each participant. The sociodemographic and included study variables were collected and analyzed. Our study employed multiple logistic regression to discern independent factors affecting IFG in conjunction with depressive disorders among children and adolescents. The prevalence of IFG was 6.5% (49/756). IFG was positively correlated with FBG, BMI, TG, TG/HDL-C, and was negatively correlated with gender and the type of antidepressant drug taken. Binary logistic analysis showed that male (OR = 2.57, 95% CI: 1.43–4.63, P = 0.002) and higher levels of TG (OR = 1.63, 95% CI: 1.11–2.38, P = 0.013) were independently associated with IFG in children and adolescents with depressive disorder. The incidence of IFG in children and adolescents with depressive disorder was high and was positively related to the TG/HDL-C ratio. The evaluation and management of IFG in pediatric depression should extend beyond pharmacological interventions. Comprehensive strategies in both assessment and management of IFG are essential to address this condition effectively in young patients facing depressive disorders.