Depression　is　one　of　the　most　common　psychological　problems　in　adolescence.　Familial　and　school-related　factors　are　closely　related　to　adolescents＇　depression,　but　their　combined　effects　need　further　examination.　The　purpose　of　this　study　was　to　explore　the　combined　effects　of　risk/protective　factors　of　depression　in　family　and　school　domains　using　a　sample　of　Chinese　adolescents　differing　in　gender,　age　group　and　left-behind　status.　A　total　of　2455　Chinese　students　in　primary　and　secondary　school　participated　in　the　cross-sectional　survey　and　reported　multiple　risk/protective　factors　in　family　and　school　environments　and　depressive　symptoms.　Association　rule　mining,　a　machine　learning　method,　was　used　in　the　data　analyses　to　identify　the　correlation　between　risk/protective　factor　combinations　and　depression.　We　found　that　(1)　Family　cohesion,　family　conflict,　peer　support,　and　teacher　support　emerged　as　the　strongest　factors　associated　with　adolescent　depression;　(2)　The　combination　of　these　aforementioned　factors　further　strengthened　their　association　with　depression;　(3)　Female　gender,　middle　school　students,　and　family　socioeconomic　disadvantages　attenuated　the　protective　effects　of　positive　relational　factors　while　exacerbating　the　deleterious　effects　of　negative　relational　factors;　(4)　For　individuals　at　risk,　lack　of　mental　health　education　resources　at　school　intensified　the　negative　impact;　(5)　The　risk　and　protective　factors　of　depression　varied　according　to　gender,　age　stage　and　left-behind　status.　In　conclusion,　the　findings　shed　light　on　the　identification　of　high-risk　adolescents　for　depression　and　underscore　the　importance　of　tailored　programs　targeting　specific　subgroups　based　on　gender,　age,　or　left-behind　status.