The objective of this study was to investigate the relationship between sense of identity and depression in a group of adolescents. Thirty-one depressed adolescents and 31 control subjects were included in the study. They were evaluated using the Sense of Identity Assessment Form (SIAF), Hamilton Depression Rating Scale (HDRS), Beck Depression Inventory (BDI), and Beck Anxiety Inventory (BAI). Depressed adolescents were reevaluated during the eighth week of antidepressant treatment. Higher baseline SIAF scores were detected in depressed adolescents as compared with non-depressed subjects. After antidepressant treatment, there was a significant decrease in SIAF scores in the depression group. Correlation analysis indicated that there are significant, positive relationships between SIAF, depression, and anxiety scores. The regression analysis results suggested that the change in SIAF scores can accurately predict 91.6% of the remitters and 42.8% of the non-remitters. Collectively, these findings indicate that there is a close association between depression symptoms and identity confusion-related distress in adolescents.