Our objective was to estimate the prevalence of depression and to determine whether high-risk health behaviors were associated with it among school-going adolescents, thereby assessing the need to integrate mental health services with the school health program. We conducted a cross-sectional study among 260 adolescents in schools of Bhavnagar city (western India) during January-October 2017. To assess depression, Beck Depression Inventory-II (BDI-II) was used and high-risk health behaviors were assessed by the Youth Risk Behavior Surveillance System (YRBSS) tool. Multivariable logistic regression analysis was performed to assess whether high-risk health behaviors were independent predictors of depression. The prevalence of depression was found to be 43%. Among highrisk health behaviors, adolescents carrying a sharp weapon to the school was the lowest (4%) and not eating breakfast was the highest (88%). On multiple logistic regression, feeling unsafe at school, self-perception regarding overweight, being a female, not living with both parents in the same house, being unhappy with school performance, having illness/seriously injured, and immediate family member being seriously ill/injured were found to be the significant predictors of depression among the adolescents.There is a need to address mental health issues like depression and high-risk health behaviors under the school health program through screening interventions.