This dissertation investigates the social nature of the gender difference in teen depression by studying its association with social integration at the institutional, group, and personal levels. Taking a developmentally appropriate approach to social integration, I focus on fit within the normative high school context, friendship group position, and involvement in romantic relationships. Based on a conceptual model derived from the strong theoretical assumptions of past literature, the starting point of this research is that the depression of girls, compared to boys, will be more reactive to social integration in positive and negative ways (social integration is conceptualized as a moderator). However, competing viewpoints are also considered to determine whether this traditional assumption masks greater reactivity for boys at these three distinct levels. The quantitative analyses utilize Waves I and II of the National Longitudinal Study of Adolescent Health (Add Health). Results indicate that boys are actually more reactive to a lack of social integration into the normative context of the school. Boys and girls' depression is equally sensitive to integration within the friendship group. Additionally, girls' depression is more reactive to aspects of romantic relationship break-ups. To better explain the gender differences in teen depression, in-depth interviews of students from an Austin Independent School District high school are analyzed to identify the social and psychological mechanisms through which the elements of social integration are associated with depression. Qualitative results support key elements of the proposed conceptual model indicating social comparison and social feedback as the main mechanisms through which social integration is associated with psychological well-being for girls and boys, respectively.