Adolescence obesity and depression are increasingly prevalent and are associated with various health complications. The aim of this study was to examine the association between weight status (normal weight, overweight, and obese) and depressive symptoms in adolescents and to explore the probable mediators, including overweight perception, greater weight concern, and dietary restraint. During the period October 2010 to January 2011, we recruited 869 adolescents (47 % girls; median age, 15.7 years) from four randomly selected high schools in Taipei city. The students were stratified into normal weight, overweight, or obese groups according to age- and gender-specific body mass index standards. Depressive symptoms were defined in students with a score of 29 or greater on the Center for Epidemiologic Studies Depression Scale. Overall, weight status was significantly associated with depressive symptoms (P = 0.02). Weight status was strongly associated with perceived overweight, greater weight concern, and dietary restraint. Those three variables were also associated with depressive symptoms. The association between overweight and depressive symptoms (odds ratio, 2.23; 95 % confidence interval, 1.30-3.82) became weaker after controlling for perceived overweight, greater weight concern, and dietary restraint. The association between weight status and depressive symptoms in adolescents was partly mediated by perceived overweight, greater weight concern, and dietary restraint. Further prospective cohort studies are needed to explore the association between weight status and depressive symptoms.