The high prevalence of depression among incarcerated youth indicates a need to better understand factors that contribute to depression within this vulnerable subgroup. Previous research in general community samples has suggested that high levels of stress and low levels of parental support are associated with depression in young people, but it is unclear whether or how they might be associated with depression among incarcerated youth who are already vulnerable. Using a sample of 228 adolescents (aged 13-18 years) who were detained in the juvenile justice system, stress and support were modeled as independent main effects and as interactive risk factors in relation to depressive symptoms. More stressful life events and less caregiver support were each independently associated with depressive symptoms, but no evidence was found for the buffering hypothesis in this sample. Stressful life events were more strongly associated with depressive symptoms among boys compared to girls.