The goal of this study is to explore the relationship between students’ self-reported stress and teacher-informed depression, and to determine whether students’ resilience, self-concept, and social skills moderate this relationship.
The sample included 481 participants aged 7–10 years, with a total of 252 boys (52.4%) and 229 girls (47.6%). The participants were selected from schools in the Basque country, 59.5% from public schools (n = 286) and 40.5% from private/subsidized schools (n = 195). To measure the variables under study, we requested the teachers to complete a questionnaire on depressive symptomatology for each of their students (CDS-teacher), and the students completed another four assessment tools to evaluate their levels of stress (IECI), their self-concept (CAG), social skills (SSiS), and resilience (RSCA). We found a positive correlation between depression and school stress and a negative one between depression and intellectual self-concept, sense of control, social skills (cooperation and responsibility), and variables that make up resilience (optimism, adaptability, trust, support, and tolerance). We found that self-concept, social skills, and resilience all moderated the relationship between stress and childhood depression. The amount of variance explained in the moderation models obtained ranged from 18 to 76%. The results obtained may be useful for the design of prevention and intervention programs for childhood depression, including strengthening children’s self-concept, social skills, and resilience as protective factors against depression.