Adolescents with depression have lower peer status overall, but tend to befriend each other. We examined the “tightknittedness” of their friendship groups by testing whether adolescent friendship groups’ average levels of or variability in internalizing symptoms predict group cohesiveness. We used four waves (9th–12th grades) of survey and social network data on 3,013 friendship groups from the PROmoting School‐Community‐University Partnerships to Enhance Resilience study. Friendship groups with higher average depressive symptoms were less cohesive; groups with higher average anxiety symptoms had greater reciprocity. Groups with greater variability in depressive symptoms had greater density; variability in anxiety symptoms was not consistently associated with cohesion. The friendship groups of depressed adolescents appear less cohesive than the “typical” adolescent friendship group.