Adolescent mental well-being hardly took precedence in Bangladesh, which is reflected in both policies and literature. This study assessed the common symptoms of depression among school-going adolescents (aged 10–19 years) in Bangladesh. Primary data were collected during October–November 2019 from 289 participants in four schools using a questionnaire based on the WHO global school-based student health survey and WHO stepwise approach to NCD (Tools version 9.5). Sadness (45.3%) and aggression (40.5%) were the most common depressive symptoms found in the study, followed by confusion (27.7%), worthlessness (21.8%), fatigue (21.5%), and insomnia (18.0%). The sex of the student, grade of study, and duration of daily sleep showed differential associations with these symptoms. These findings indicate a crucial stage of adolescence, where the different societal pressures often ignored by primary carers, could have detrimental effect on children. There is an urgent need to address the growing adolescent mental health issue in Bangladesh and a need for health system to recognize its precedence.