Teaching behavior impacts student psychopathology. This study explored the associations between teaching behavior types and depressive symptoms in students. The Teaching Behavior Questionnaire (TBQ) and the Center for Epidemiological Studies Depression Scale (CES-D) were completed by 763 middle and 976 high school students from private Catholic schools. In the middle school sample, a confirmatory factor analysis confirmed the four-factor structure of the TBQ previously found in public high schools. As predicted, a two-level hierarchical linear model (HLM) analysis with the high school sample found that only the Negative Teaching Behavior scale of the TBQ was positively related to CES-D scores, (p < 0.05). A separate two-level HLM analysis with middle school students found the Instructional Behavior scale was negatively related to CES-D scores (p < 0.05) and the Organizational Behavior scale was positively related to the CES-D scores (p < 0.01). Implications of the findings for school personnel are discussed.