Abstract: Objective To investigate the epidemiological characteristics and associated risk factors of depressive symptoms among middle school (junior, senior, and vocational high school) students in Yunnan Province, China, to inform evidence-based intervention strategies for adolescent mental health. Methods A cross-sectional survey was conducted between October and November 2023 using stratified random cluster sampling. A total of 4 670 students from eight counties (districts) across four prefectures (cities) in Yunnan Province were included. Depressive symptoms were assessed using the Center for Epidemiologic Studies Depression Scale (CES-D). Multivariable logistic regression analysis was performed to examine risk factors of depressive symptoms, with stratified analyses conducted by gender, educational stage, and ethnicity. Results A total of 4 672 questionnaires were distributed, with 4 670 valid questionnaires retrieved, yielding a valid response rate of 99.96%. The surveyed participants were predominantly female students (50.81%), junior high school students (49.13%), ethnic minorities (52.78%), and urban residents (79.29%). The mean CES-D score among middle school students in Yunnan Province was (15.31±10.83). Female students had a significantly higher mean score (16.63±11.41) than male students (13.95±10.02) (P<0.001). Senior high school students had a higher mean score (16.61±11.61) compared to both junior high school students (14.74±11.45) and vocational high school students (13.10± 7.71) (all pairwise comparisons P<0.001). The prevalence of depressive symptoms among middle school students in Yunnan Province was 28.2%. The prevalence was significantly higher in females (34.09%) than in males (22.07%). By school type, the prevalence was highest among senior high school students (33.39%), followed by junior high school students (26.29%) and vocational high school students (17.27%) (P < 0.05). Multivariable logistic regression analysis showed that (P<0.05) female gender (OR = 2.157, 95% CI: 1.861–2.499), being in junior high school (OR = 2.427, 95% CI: 1.842–3.197) or senior high school (OR = 2.273, 95% CI: 1.731–2.984), not living with parents (OR = 1.241, 95% CI: 1.070–1.438), irregular breakfast consumption (OR = 1.524, 95% CI: 1.328–1.750), lack of moderate-to-vigorous physical activity (MVPA) (OR = 1.688, 95% CI: 1.366–2.085), sleep duration ≤5 h per night (OR = 2.517, 95% CI: 2.017–3.142) or 6–7 h per night (OR = 1.472, 95% CI: 1.252–1.732), smoking (OR = 1.862, 95% CI: 1.555–2.231), and alcohol consumption (OR = 1.811, 95% CI: 1.542–2.127) were positively associated with depressive symptoms. In contrast, screen time ≤1 h (OR = 0.713, 95% CI: 0.593–0.857) was negatively associated with depressive symptoms. The stratified analysis showed that female students not living with parents (OR = 1.294, 95% CI: 1.062–1.577), high school students (OR = 1.506, 95% CI: 1.208–1.879), and Han ethnicity students (OR = 1.370, 95% CI: 1.113–1.687) were more likely to experience depressive symptoms. Smoking Han ethnicity students were also more likely to have depressive symptoms (OR = 1.720, 95% CI: 1.341–2.206). In contrast, male students with screen time ≤1 h (OR = 0.711, 95% CI: 0.534–0.946) and ethnic minority students (OR = 0.738, 95% CI: 0.575–0.949) were less likely to experience depressive symptoms. Regardless of gender, irregular breakfast consumption, lack of MVPA, sleep duration less than 8 h per night, smoking, and alcohol consumption were all positively associated with depressive symptoms (P<0.05). Among both junior and senior high school students, irregular breakfast consumption, lack of MVPA, smoking, and alcohol consumption were positively associated with depressive symptoms (P<0.05), while screen time ≤1 h was negatively associated with depressive symptoms (P<0.05). For junior high school students, engaging in 1~2 days of MVPA per week, screen time more than 2 h per day, and sleep duration 6~7 h per night were all positively associated with depressive symptoms (P<0.05). Among junior high, senior high, and vocational high school students, sleep duration ≤5 h per night was positively associated with depressive symptoms (P<0.05). For both Han ethnicity and ethnic minority students, irregular breakfast consumption, lack of MVPA, sleep duration less than 8 h per night, and alcohol consumption were positively associated with depressive symptoms (P<0.05). Conclusion The prevalence of depressive symptoms among middle school students in Yunnan Province is relatively high. Prevention and control efforts should prioritize female students, those in junior and senior high school stages, and the general improvement of unhealthy lifestyle behaviors among middle school students, such as irregular breakfast consumption, lack of MVPA, insufficient sleep, smoking, and alcohol use. Particular attention should be given to limiting excessive screen time among junior high school students and addressing the mental health of students not living with their parentsast consumption, lack of MVPA, insufficient sleep, smoking, and alcohol use. Particular