There is a trend of rapid growth in both the level and occurrence of depression when people reach adolescence. The present study aimed to investigate the impact of the parent–adolescent relationship on depression in adolescents, and mainly focused on the confirmation of the mediator role of self-esteem. A total of 364 senior middle school students accomplished the Parent–Adolescent Relationship Scale, Rosenberg Self-Esteem Scale, and Zung Self-Rating Depression Scale. The results suggested that both parent–adolescent relationship and self-esteem were significantly correlated with depression. Structural equation modeling indicated that self-esteem partially mediated the relationship between parent–adolescent relationship and depression.