|Depressive symptoms among adolescents are a growing societal problem with multiple adverse outcomes. These adverse outcomes underline the need to identify processes which may lead to the development of depressive symptoms among adolescents. One potential predictor of depressive symptoms among adolescents is perceived discrimination. Family support is a protective factor that might mitigate the association between perceived discrimination and depressive symptoms, but has received little empirical attention. This mitigating effect might be more pronounced for members of stigmatized groups, such as adolescents with a migration background and girls. The present cross-sectional study examines the association between perceived ethnic and gender discrimination, respectively, and depressive symptoms among adolescents, and the moderation effect of family support. Also, the moderation effects of ethnicity (when perceiving ethnic discrimination) and gender (when perceiving gender discrimination) are explored. Data from 2148 adolescents (Mage = 13.57, SD = 0.53) participating in a large cohort study were used. Multiple linear regression analyses showed a significant positive association between perceived ethnic and gender discrimination, respectively, and depressive symptoms. No moderation effects were found for family support, ethnicity, or gender. Future research should examine other factors that might mitigate the association between perceived discrimination and depressive symptoms among adolescents.