Objectives The primary aim was to examine the depressive symptom structure of Mainland China adolescents using the Center for Epidemiologic Studies Depression Scale (CES–D). Design Exploratory factor analysis (EFA) and confirmatory factor analysis (CFA) were simultaneously conducted to determine the structure of the CES‐D in a large scale, representative adolescent samples recruited from Mainland China. Multigroup CFA (N = 5059, 48% boys, mean = 16.55±1.06) was utilized to test the factorial invariance of the depressive symptom structure, which was generated by EFA and confirmed by CFA across gender. Results The CES‐D can be interpreted in terms of 3 symptom dimensions. Additionally, factorial invariance of the new proposed model across gender was supported at all assuming different degrees of invariance. Conclusion Mainland Chinese adolescents have specific depressive symptom structure, which is consistent across gender.