This article discusses strategies and programs used to prevent depression in children and adolescents. It describes the rationale for depression prevention and discusses prevention approaches in schools and other settings, highlighting examples of programs that have been empirically evaluated. Prevention effects are small but significant, comparable or greater in magnitude than adolescent prevention programs for other issues, including substance use and human immunodeficiency virus. Future research should include rigorous design features, including attention control groups, allocation concealment, larger sample sizes, longer follow-up assessments, and theory-driven tests of moderation and mediation, and should test larger-scale implementation of prevention programs.