A randomized controlled trial was conducted among a potential high-risk group of 1,343 adolescents from low-income areas in The Netherlands to test the effectiveness of the depression prevention program Op Volle Kracht (OVK) as provided by teachers in a school setting. The results showed no main effect of the program on depressive symptoms at one-year follow-up. A moderation effect was found for parental psychopathology; adolescents who had parents with psychopathology and received the OVK program had less depressive symptoms compared to adolescents with parents with psychopathology in the control condition. No moderating effects on depressive symptoms were found for gender, ethnical background, and level of baseline depressive symptoms. An iatrogenic effect of the intervention was found on the secondary outcome of clinical depressive symptoms. Based on the low level of reported depressive symptoms at baseline, it seems that our sample might not meet the characteristics of a high-risk selective group for depressive symptoms. Therefore, no firm conclusions can be drawn about the selective potential of the OVK depression prevention program. In its current form, the OVK program should not be implemented on a large scale in the natural setting for non-high-risk adolescents. Future research should focus on high-risk participants, such as children of parents with psychopathology.