Purpose: This study was done to explore the levels of depression experienced by adolescents, and to compare health behavior between depressed and non-depressed adolescents. Method: Participants were chosen by a stratified random sampling of adolescents in the second grade of a high school in P city. Levels of depression and health behavior of the students were measured using questionnaires. Data collection was done in May, 2002. Data were analyzed with descriptive statistics and logistic regression using the SPSS WIN 10.0 Program. Results: The prevalence of depression (CES-D) among the students was $53.5\%$. In multiple logistic regression analysis, sex (OR 1.80, $95\%$ Cl 1.35-2.41), school performance, mid (OR 1.68, $95\%$ Cl 1.48-1.97) and low (OR 1.42, $95\%$ Cl 1.29-1.61), drinking (OR 1.47, $95\%$ Cl 1.09-1.98), and not eating breakfast (OR 1.74, $95\%$ Cl 1.56-1.97) were significantly higher in students in the depressed group than those in the non-depressed group. Conclusions: Based on the findings, we concluded that many adolescent experience depression and depression in adolescents is significantly related to behaviors of smoking, alcohol, no exercise, and not eating breakfast. However this study did not address causality among these variables. There, further research, such as a longitudinal study, is needed to identify causality among the variables.