Adolescent depression has become a public health issue in China. Family environment and school life play important roles in shaping adolescent mental health. Our study aimed to examine the effect of parent-adolescent communication, school-life experiences, learning difficulties, and confidence in the future on depressive symptoms. We also examined the mediating effects of school-life experiences, learning difficulties, and confidence in the future on the relationship between parent-adolescent communication and depressive symptoms. Methods: Data on depressive symptoms, parent-adolescent communication, and mediating variables were obtained from the China Education Panel Survey (CEPS), including baseline data (2013-2014) and follow-up data (2014)(2015). Mixed-effect models were used to evaluate the effects of parent-adolescent communication, school-life experiences, learning difficulties, and confidence in the future on depressive symptoms, and path analyses were performed to determine the mediating roles of school-life experiences, learning difficulties, and confidence in the future on the relationship between parent-adolescent communication and adolescent depressive symptoms. Results: More father-adolescent communication, better school-life experiences, and higher confidence in the future were protective factors for depressive symptoms among all boys and girls, and learning difficulties were a risk factor for depressive symptoms among all boys and girls. School-life experiences, learning difficulties, and confidence in the future had statistically significant mediating effects on the relationship between parent-adolescent communication and depressive symptoms. Conclusion: More father-adolescent communication, higher confidence in the future, better school-life experiences, and fewer academic difficulties were associated with lower levels of depressive symptoms. Both mother-adolescent communication and father-adolescent communication affected depressive symptoms through their effects on school-life experience, learning difficulties, and confidence in the future. This finding highlighted the importance of parent-adolescent communication and its impact on depression.