Objective: Family environment, coping styles, personality characteristics played critical roles in the development of adolescent depression, their correlations with adolescent depression were explored in depth. Methods: The participants were divided into 3 groups. The samples in groups A and B were the ones who have been diagnosed as major depression. Group A was treated with sertraline, group B was treated with a combination of sertraline and cognitive behavioral therapy. Group C was a control group and consisted by mentally healthy teenagers. They were asked to fulfill the questionnaires/scales of family environment scale (FES), Eysenck personality questionnaire (EPQ) and simplified coping style questionnaire (SCSQ). Their general socio-demographic characteristics and scores of the questionnaires/scales for each group were evaluated. Results: There were significant differences in scores between groups A/B and group C after treatment (P < 0.01 or P < 0.05). The further analysis revealed that all the scores of subscales, except positive coping in group A and expressiveness, conflict, achievement orientation, control, positive coping, negative coping in group B were significant different with group C (P < 0.01 or P < 0.05). Conclusion: A harmonious family environment, healthy personality characteristic and mature coping style were essential factors in preventing and reducing adolescent depression.