The association between interpersonal relationships, perceived social support, and depressive symptoms in adolescents was investigated in the present study. The Center for Epidemiologic Studies Depressive Symptoms Scale (CES‐D‐SF), Multidimensional Scale of Perceived Social Support (MSPSS), and Interpersonal Relationship Scale (IRS) were administered to 1,573 high school students. There were four main findings: all three types of interpersonal relationships (same‐sex peer, opposite‐sex peer, and teacher–student relationship) and perceived social support had direct effects on depressive symptoms; perceived social support was a mediator in the relationship between interpersonal relationships and depressive symptoms; gender differences were present in the relationship between interpersonal relationships and depressive symptoms; and the three types of interpersonal relationships exerted different effects on depressive symptoms between adolescent boys and girls. Same‐sex relationships exerted the strongest effect on depressive symptoms among girls, whereas teacher–student relationships exerted the strongest effect among boys.