We examined whether adolescents’ loneliness and social withdrawal mediated the association between maternal depressive symptoms and adolescent suicidality. Secondary analyses on the Québec Longitudinal Study of Child Development data were conducted (n = 1,623). Each mother completed the Centre for Epidemiologic Studies Depression Scale (at child ages 5 months, 1.5, 3.5, 5, and 7 years). Adolescent's social withdrawal (adolescent, father, and teacher reported at 10, 12, and 13 years) and loneliness (adolescent reported at 10, 12, and 13 years), were assessed using items from the Social Behavior Questionnaire and the Loneliness and Social Satisfaction Questionnaire, respectively. Adolescents completed self-reports to assess suicidal thoughts and attempts at 13, 15, 17, and 20 years. Children of mothers with higher levels of maternal depressive symptoms had an increased risk for suicidality (OR = 1.15, 95% CI: 1.03–1.28). Loneliness explained 16% of the total effect of maternal depressive symptoms on adolescent suicidality (indirect effect OR = 1.02, 95% CI: 1.00–1.04). There was no indirect effect of maternal depressive symptoms on adolescent suicidal outcomes via social withdrawal (indirect effect OR = 1.00, 95% CI: 0.99–1.02). Interventions that target loneliness may be beneficial for decreasing the risk for suicidality among adolescents of mothers with depressive symptoms.