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Aims and Objectives: The study aimed at examining the prevalence of depression, suicidal risk in school going adolescents and to understand the stressors, coping methods used in relation to severity of depression and socio-demographic variables. Materials and Methods: Stratified Random sampling was used to select the 7 schools (8-10 grades) and 10 pre-university colleges (11 and 12 grades) from South Bangalore. Sample comprised of 1428 adolescents. Assessment tools used included Beck depression inventory, Checklist for stress, coping and suicidal behaviours, Suicidal probability scale, and Adolescent coping orientation to problems experienced inventory. Results: About 30% of the sample had moderate to severe depression, 3% reported suicidal behaviours and 0.7% had moderate to severe suicide risk. Older adolescents and girls had higher severity of depression. Suicidal risk was higher in males. Younger adolescents used more emotion focused coping strategies. Those with suicidal behaviours had higher scores on depression, hopelessness, suicidal ideation, and risk. Suicidal probability was predicted by scores on BDI, and methods of coping used. Conclusion: The study implicates need for preventive interventions in school setting in keeping with the sociodemographic and family factors and developmental needs of adolescents.