Objective: To identify the mediating role of self-confidence in family cohesion and depression in adolescents. Method: The cross-sectional study was conducted at five mainstream government boys and girls schools in Lahore, Pakistan, from March 1 to November 30, 2019, and comprised adolescents aged 12-19 years. Data was collected using Family Cohesion Scale, Self-confidence Scale and Depression Scale for Adolescents. Data was analysed using SPSS 25. Results: Of the 394 subjects, 214(54%) were boys and 180(46%) were girls. The overall mean age was 14.76?1.39 years. A significant positive association between family cohesion and self-confidence (p<0.001), and a significant negative association of family cohesion (p<0.001) and self-confidence (p<0.01) with depression was found. Selfconfidence partially mediated the relationship between family cohesion and depression (p < 0.05). Conclusion: Early and timely identification of risk factors can prevent serious consequences of depression in adolescents.