Depression is common in pediatric chronic kidney disease (CKD) patients. Depression is associated with inferior long‐term outcomes. There is a paucity of studies that evaluate depression and possible associated factors in children and adolescents requiring renal replacement therapy (RRT). Cross‐sectional study using Children`s Depression Inventory in a cohort from a large urban center. Forty‐seven pediatric RRT patients (26 female, 12 peritoneal dialysis (PD), 17 hemodialysis (HD), 18 after successful kidney transplantation (KTX)) with a mean age at the time of assessment of 13.9 ± 2.3 years. Symptoms of depression were found in 30 (64%, 11KTX, 11HD, 8PD) patients. We found no association with age, sex, renal function, dialysis adequacy markers, anemia, electrolytes, socioeconomical status, IQ, educational status of the child including school attendance and distance from the house to the hospital among HD patients. Significant differences only applied for age at diagnosis of CKD, RRT vintage and deceased donor for KTX. The group with depression had a higher age at diagnosis of CKD and less time on RRT than the group without depression. There was also a high rate of depression in KTX patients. In this cohort, depression was a common comorbidity of RRT in children and adolescents with RRT and also for KTX patients, even though biomarkers of kidney function and time for RRT are much improved.