Guided by the theoretical framework of Baumrind's parenting style, this study aimed at providing a better understanding of the relationship between teaching style and adolescent depression. The panel data is from the Taiwan Educational Panel Survey (N=654). Findings showed that the effect of teaching style on adolescent depression had different pattern across junior and senior high school students. And there is interaction effects between teaching style in junior and senior high school. Authoritarian teaching style played a more significant role for junior high students, and this effect can last especially among those whose perception of teaching style is authoritarian and authoritative in high school. And permissive teaching style was more important in senior high stage, it could decrease the levels of depression especially for those who perceived teaching style is indifferent and authoritarian in junior high school. Implications for future research were discussed.