Objectives: This project studies the direct & indirect impact of social self-efficacy on depression of Iranian Adolescents. Method: The subjects of the study were 946 students (471 girls and 475 boys) of Tehran. Child Depression Inventory (CDI), Children Self-Efficacy Questionnaire, Social Avoidance Scale, Peer Rejection Questionnaire & Child Social Support Questionnaire were used Data were analyzed by Lisrel project path analysis. Findings: The direct impact of social self-efficacy on depression was not significant but the indirect impact of social self-efficacy on depression by social avoidance, peer rejection & social support were significant. Result: The Social self-efficacy impact on depression was not shown directly but indirectly by social avoidance, peer rejection and social support.