Background <p>Adolescent depression is a significant public health issue. Both environmental factors (e.g., school climate and school identification) and personal factors (e.g., resilience, mindfulness, and loneliness) are associated with depression.</p> Methods <p>An anonymous cross-sectional study (<i>n</i> = 7,554) was conducted among secondary school students in Taizhou, China from February to March 2022. Probable depression was defined as the 9-item Patient Health Questionnaire (PHQ-9) score ≥ 10.</p> Results <p>The prevalence of probable depression was 18.81%. It was negatively associated with school climate, school identification, resilience, and mindfulness, and positively associated with loneliness. The negative association between school climate and probable depression was significantly/fully mediated by three single-mediator indirect paths (involving resilience, self-compassion, and loneliness, respectively) and two two-mediator indirect paths (first via resilience then via loneliness, and first via self-compassion then via loneliness, respectively). The mediation effect sizes for the five paths were 17.05%, 6.82%, 39.20%, 7.39%, And 3.52%, respectively. Similar significant mediation paths were identified regarding the association between school identification and probable depression, although these exhibited relatively small mediation effect sizes of &lt; 10%.</p> Conclusions <p>This study observed high prevalence of probable depression among Chinese secondary school students. School climate and school identification at the environmental level were directly and indirectly (via personal factors of resilience, mindfulness, and loneliness) associated with adolescent depression. Future studies are needed to confirm the above findings and pilot interventions to modify these factors.</p>