This study was examined to explore the factors in the subdomains of self-efficacy and moral disengagement explaining adolescents' depression and delinquency. A total of 1146 students were administered multifaceted questionnaires measuring self-efficacy, moral disengagement, depression and antisocial conduct. As results, 'self-efficacy to meet other's expectations' and 'moral justification' was the most important variables for explaining depression. 'self-regulatory efficacy' was the most influential factor into antisocial behavior. The difference of age and gender were revealed in the variables of affecting the depression, trivial delinquency and severe delinquency. In compared with other research the results of this study were detaily explained and discussed.