This study investigated the relationship of self-esteem, academic stress, social support, and parenting attitudes with depression of Korean children and adolescents using a meta-analysis. A total of 86 studies, both published and unpublished manuscripts, were included. The results showed that depression of children and adolescents were positively associated with self-esteem, social support, and functional parenting attitudes, and negatively related to academic stress. The largest effect size was found in the relationship with self-esteem, followed by the relationships with academic stress, social support, and functional parenting attitudes, all in the range between moderate and large effect size. As the analysis indicated the heterogeneity of the results, subsequent analyses were performed to test the moderating effects of instrument and age. The significant moderators were the types of instruments used to measure self-esteem, academic stress, parenting attitudes, and depression. Age was also a significant moderator.