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The current study examined the influence of pubertal development stage on depression and its psychosocial mechanisms in a non-clinical population of 502 adolescents (244 boys and 258 girls) in China, graded 5 to 8. Results indicated that (1) pubertal development was positively correlated with depression, negative physical self and interpersonal stress. (2) There is a significant gender by pubertal development interaction on the measure of academic self-concept, which is accounted for by decreased academic self in boys but not in girls as a function of pubertal development. (3) Mediation analyses show that increased depression in late compared to pre- puberty is partly mediated by the enhancement of negative physical self and interpersonal stress. These findings suggest that the late stage of puberty is coupled by a higher risk of depression in adolescents partly through increased negative physical self and interpersonal stress.