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Based on former empirical studies and theoretical considerations the present study investigated differences in stress load and stress coping between adolescent girls with major depression and controls. In addition, a biological indicator of chronic stress (the cortisol awakening response) was measured. 148 girls with a mean age of 15 years were studied. 74 fulfilled DSM IV criteria for major depression. Stress symptoms and stress coping was measured with SSKJ 3-8 and SVFKJ which are validated German questionnaires. Depressed girls reported a significantly higher stress load and significantly more destructive stress coping. The results are interpreted with respect to a stress-related psychobiological model of depression in youth.