PurposeSelf-evaluation and interpersonal factors are theoretically and empirically linked to depression in young people. An improved understanding of the multifactorial developmental pathways that explain how these factors predict depression could inform intervention strategies.MethodsUsing structural equation modeling, this study explored whether self-evaluation and interpersonal factors were associated with adolescent depressive symptoms in a population-based sample (n= 11,921; Avon Longitudinal Study of Parents and Children, ALSPAC), across four development stages: early and late childhood plus early and middle adolescence from 3 to 17 years old.ResultsEarly good parenting practices predicted self-esteem, fewer peer difficulties, good friendships and fewer depressive symptoms in late childhood development outcomes. Higher self-esteem and less negative self-concept mediated the effect of early good parenting practice on reduced depressive symptoms in middle adolescence. The hypothesized erosion pathway from depressive symptoms in late childhood via higher levels of negative self-concept in early adolescence to depressive symptoms in middle adolescence was also confirmed. Additionally, peer difficulties played a mediation role in developing depressive symptoms. Contrary to the hypothesis, poor friendships predicted fewer depressive symptoms. The analysis supported a developmental pathway in which good parenting practices in early childhood led to fewer peer difficulties in late childhood and to less negative self-concept in early adolescence, which in turn predicted fewer depressive symptoms in middle adolescence.ConclusionThe social-developmental origin of youth depressive symptoms was supported via the effect of peer relationships in late childhood on self-evaluation in early adolescence.Supplementary InformationThe online version contains supplementary material available at 10.1007/s00127-022-02416-6.