Purpose: This study investigates the association between social support networks, as measured by parental involvement and close friendships, and depression among adolescents in South Asia. Methods: Nationally representative samples of adolescents between the ages of 12 and 16 + years (n = 16,592) from the Global School Based Health Surveys from India, Sri Lanka, Pakistan, and Myanmar were analyzed to provide prevalence rates of depression. Additionally, differences in past year depressive symptoms were compared cross-sectionally by social support from parents and friends, separately. This was done by computing prevalence ratios adjusting for potential confounders and demographic factors. Results: Of all adolescent respondents in the study, 14.5% met the criteria to be screened for depression, while 50% reported having three or more close friends, and 80% reported having very involved parents. Adjusted prevalence ratios indicated that those with close friendships were much less likely to be screened for depressive symptoms compared to their counterparts, as were adolescents with very involved parents. However, low and moderate levels of parent involvement were not found to be significantly associated with adolescents' propensity for being screened for depressive. Conclusion: Social support is a social determinant of adolescent mental health in South Asia that has received little scholarly attention to date. This study highlights the importance of research and interventions involving parents and close friends in building programs for adolescents that target mental health.