This chapter explores the relationship between depressive disorders and substance use in adolescents, focusing on the diagnostic criteria, prevalence, neurobiology, and neuropsychological aspects of depressive disorders as outlined in the DSM-5-TR. It examines how depressive symptoms, such as persistent sadness, irritability, and emotional dysregulation, are linked to increased risks of substance use. Studies indicate that difficulties in emotional regulation and psychosocial factors, including family conflict and socioeconomic status, contribute to a heightened risk of substance use disorders. Additionally, dual diagnoses are associated with more severe outcomes, including higher rates of treatment dropout, suicidal behaviors, and diminished therapeutic responses. The chapter concludes by highlighting the importance of comprehensive psychosocial interventions that address both depressive symptoms and substance use, emphasizing the need for integrated approaches to improve treatment outcomes for adolescents.