Background Depression has substantial and enduring impacts for adolescents, particularly those living in poverty. Yet, evidence on its determinants in low-income countries remains scarce. We examined the social determinants of depressive symptoms for Tanzanian adolescents. Methods We used cross-sectional data for 2458 adolescents (aged 14-19), to describe associations with depressive symptoms within and across five domains-demographic, economic, neighbourhood, environmental and social-cultural-using linear mixed models. We estimated depressive symptoms using the 10-item Centre for Epidemiological Studies Depression Scale, which ranges from 0 to 30 and increases with additional symptoms. Results Factors associated with depressive symptoms in the fully adjusted models included experiencing five or more household economic shocks (β=2.40; 95% CI 1.48 to 3.32), experiencing droughts/floods (β=0.76; 95% CI 0.36 to 1.17), being in a relationship (β=1.82; 95% CI 1.30 to 2.33), and having moderate (β=1.26; 95% CI 0.80 to 1.71) or low (β=2.27; 95% CI 1.81 to 2.74) social support. Exclusive schooling was protective compared with being engaged in both school and paid work (β=1.07; 95% CI 0.05 to 2.61) and not engaged in either (β=0.73; 95% CI 0.24 to 1.22). Household size and relationship status were more important factors for girls, while employment status, and extreme precipitation were more important for boys. Conclusion Mental health is associated with determinants from multiple domains. Results suggest that environmental shocks related to climate change contribute to poor mental health in adolescents, highlighting an important area for intervention and research.