Approximately 20% of adolescents develop depressive symptoms. Family, friends, and teachers are crucial sources of social support for adolescents, but it is unclear whether social support impacts adolescents directly (principle-effect model) or by moderating the effect of stress (stress-buffer model) and whether each source of social support remains meaningful when their influence is studied simultaneously. To help fill this gap, we followed 1452 Australian students (average age at enrollment = 13.1, SD = 0.5; range: 11-16 years; 51.9% female) for 5 years. Based on our findings, each source of support is negatively related to depressive symptoms one year later when studied independently but when combined, only family and teacher support predicted depressive symptoms. Family support in all grades and teacher support in grade 8 to 10 but not in grade 11 directly impacted adolescent depressive symptoms 1 year later. Family support in grades 8 and 11 also buffered against the negative impact of stress on depressive symptoms one year later. Based on the unexpected findings, the most important limitations seem to be that the used instruments do not allow for a separation of different groups of friends (e.g., classmates, same-gender peers, romantic partners), types of social support, and stress. In addition, the high, nonrandom attrition rate with adolescents reporting less social support, more stressful events, a higher frequency of depressive symptoms, and/or being of Torres Strait Islander or Aboriginal background limits the generalizability of our findings. Summarized, our findings demonstrate that adolescents facing stress might benefit more from family support compared to their peers without stressful life events and that friends may have a weaker presence in adolescent lives than expected.