Adolescency is a period of change physically, psychologically, and socially. Adolescents experience a lot of stress from these changes. If they cannot cope effectively with changes, it can lead to adolescent depression, delinquency, and other problems. Adolescence depression can produce low academic achievement, low self-esteem, and antisocial behavior. The purpose of this study was to determine the relationship among the variables, `behavior problems`, `self-esteem`, `social skills` and `depression`. An exploratory descriptive design was used to describe and examine the relationship between the variables of behavior problems, self-esteem, social skills, and depression in a convenience sample of 131 middle school male students. Data were collected through the use of `Social Skill Inventory`, `Self-esteem Inventory`, `Behavior problems` and `CES-D` instrument to measure depression. The data collection period was from April 16 to April 23, 1998. Correlational analysis and multiple analysis were used to identify the relationship among the variables. Correlational analysis revealed a negative relationship between depression and social skills, depression and self-esteem. On the other hand there was a positive relationship between depression and behavior problems. Regression analysis revealed that these variables accounted for 46% variance of the depression and added significantly to the model. Results from this study may be used for informational purpose for nurse educators, researchers, and teachers as they teach, work, and develop programs for adolescents. Information from this study indicated that low social skills, low self-esteem, and behavior problems were related to depression. Therefore, strategies and interventions to increase self-esteem and social skills could be carried out in the school and appropriate treatment and counselling needs to be given to students who are depressed.