Based on ecological systems theory and the genetic and environmental research paradigm, the current study explored the effect of school interpersonal relationship quality (peer and teacher-student) on adolescent depression and the role of perceived stress and the OXTR gene. Based on the statistical power of previous G*E interaction studies, A follow-up survey was conducted with 603 Chinese adolescents (average age = 14.76 ± 0.72 years at the time of the initial measurement; range: 13 to 15) using a questionnaire method (Short Form of the Center for Epidemiological Studies Depression Scale, The Chinese version of Perceived Stress Scale, short form of Friendship Quality Questionnaire and Teacher-student Relationship) and DNA typing technique. The study found that (1) school interpersonal relationship quality influenced adolescent depression; (2) perceived stress fully mediated the relationship between school interpersonal relationship quality and adolescent depression; (3) the OXTR gene rs2254298 and rs53576 polymorphisms moderated both the direct pathway and the second half of the indirect pathway. Specifically, individuals carrying the rs2254298 polymorphism A/G genotype and the rs53576 polymorphism A genotype exhibited a significantly enhanced effect of interpersonal relationship quality and perceived stress on adolescent depression, supporting the differential susceptibility model.