Depressive adolescents are a challenging and vulnerable group in schools. Specific developmental features such as irritability and comorbid behavioural disorders complicate the recognition of their emotional problems for peers, teachers and even parents. Our research shows that teachers tend to overlook depressive feelings in adolescents; however, even peers are not able to recognize depressive feelings appropriately. Emotional problems can result in underachievement, the inability to learn and problems building satisfactory interpersonal relationships. Our review of research findings detects a complex interplay between social dynamics of exclusion and depression. Educational intervention and prevention efforts with respect to evidence-based social-emotional learning (SEL) programmes are summarized. It can be concluded that the implementation of systematic SEL concepts in schools has the potential to recognize depression-related problems early, to prevent exclusion and to reduce the burden of depressive disorders.