The negative impacts of parental mental health problems on children and adolescents are well known, but the relationship between a child's depression and their parents' health is not so well understood. Being a carer/parent of someone with mental illness can be associated with negative outcomes for the caregiver. This paper reports the associations between the mental health of adolescents with major depression and their parents, before and after treatment of the adolescent's depression. Data were collected as part of the Adolescent Depression Antidepressants and Psychotherapy Trial, a randomised controlled trial of selective serotonin reuptake inhibitors with and without cognitive behaviour therapy in 208 clinic-recruited adolescents with major depression. The baseline severity of depression in the adolescent was significantly associated with both maternal and paternal mental health (as rated by the General Health Questionnaire). This effect was not confounded by other psychiatric symptoms. The degree of improvement in parental and child mental health was positively correlated across time. Our results support the hypothesis that there is a significant association between parental mental health and adolescent depressive symptoms. This study was not able to establish the direction of this association. In clinical practice, the findings demonstrate the importance of considering the mental health of the parents when treating depressed adolescents.