Adolescents who are pregnant experience higher levels of depressive symptoms than nonpregnant peers and pregnant adults. Clinicians caring for youth are often the first point of clinical contact for pregnant adolescents but report low confidence in assessing and treating reproductive health concerns. In the current review, we outline risk factors for depressive symptoms among pregnant adolescents and provide guidance on best practices in assessment and treatment of depressive symptoms in this pediatric sub-population. Depressive symptoms are persistent across pregnancy. In adolescents, they are linked to greater risk of suicidal ideation, suicidal behavior, and nonsuicidal self-injury. Risk factors for prenatal depressive symptoms among adolescents include lower levels of income, history of depression, exposure to childhood maltreatment and/or recent abuse, and/or lifetime exposure to racial/ethnic discrimination. These risk factors likely interact with each other. Clinicians should assess carefully for depressive symptoms in all pregnant adolescents using a standardized, validated measure supplemented by thoughtful clinical interviewing. Clinicians can educate adolescents on the distinction between symptoms of pregnancy versus symptoms of depression. We encourage clinicians to increase their comfort in providing psychopharmacological treatment, consulting with colleagues in psychiatry, and referring adolescents for psychopharmacological treatment and therapy as needed.