Grounded in Self-Determination Theory, this study examined trends in depression and the longitudinal impacts of teacher autonomy support and teacher–student relationships on students’ depressive symptoms. A total of 1613 Chinese primary school students (48.17% females) and 1397 Chinese middle school students (47.67% females) completed self-report questionnaires on depression, teacher autonomy support, and teacher–student relationships. The measurements were conducted in the 4^th, 5^th, and 6^th grades for the primary school group and in the 7^th, 8^th, and 9^th grades for the middle school group. Latent growth curve modelling revealed that the depressive symptoms of the primary school girls increased while the primary school boys’ depressive symptoms declined over time. The middle school students’ depressive symptoms increased, with no gender differences. As hypothesized, the findings underlined the buffering effect of teacher autonomy support and teacher–student relationships on depression in both primary school and middle school and for both boys and girls.