Adolescence is believed to be a highly problematic period when depression is prevalent. This study aims to investigate the relationship between adolescents' depression states and their feelings of guilt and shame in respect to gender, age, school performance and parental education levels. The participants consisted of 187 teenagers; 88 (47.1%) girls and 99 (52.9%) boys. Beck's Depression Inventory (BDI), the Guilt and Shame Scale (GES, Şahin), and a personal information form developed by the researcher were used as instruments. The study found a relationship between guilt and shame, that levels of depression were higher in 17-year-olds, and also that levels of depression, guilt and shame were found to be higher in girls than in boys. There was also a negative relationship seen between increased guilt and shame, and a decrease in mothers' education level.