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Background: Depression often emerges during early adolescence and is one of the most common mental health problems. The present study investigated the influence of parenting styles and parental depression on depressive symptoms during adolescence and young adulthood, using both a cross-sectional and a longitudinal approach. Methods: Data were obtained from the Survey of Adolescent Life in Västmanland Cohort study and comprised 1603 adolescents who completed questionnaires at two time points (ages 16–18 and ages 19–21). Results: In the cross-sectional approach, a positive parenting style (Warmth, Structure, Autonomy support) was associated with less depressive symptoms, and a negative parenting style (Rejection, Chaos, Coercion) and parental depression were associated with more depressive symptoms in 16–18-year-old adolescents. The effect of parental depression was stronger among adolescent females. In the longitudinal approach, a protective effect was found, where a positive parenting style at adolescent ages 16–18 was associated with less depressive symptoms at ages 19–21, even when controlling for initial depressive symptomatology. Conclusions: These findings may make an important contribution to treatment programmes and family-based prevention strategies related to adolescent depressive symptomatology, particularly regarding the potential long-term protective effects of positive parenting style in middle and late adolescence. © 2020