Adolescent depression in skipped-generation families is a growing concern, yet the role of grandparenting styles and gender attitudes remains understudied. Data from 1,039 adolescents (511 girls, 528 boys) in rural Chinese skipped-generation families were analyzed. Mediation analyses examined associations between grandparenting styles, gender attitudes, and depression. Higher grandparental rejection correlated with higher depression (Estimate = 0.35, p < 0.001), while higher emotional warmth correlated with lower depression (Estimate = -0.32, p < 0.001). Emotional warmth was associated with more egalitarian gender attitudes (Estimate = 0.12, p < 0.001). Gender attitudes partially mediated the association between emotional warmth and depression among girls, but not boys. A significant gender difference was found in the association between gender attitudes and depression (p < 0.05). Grandparenting styles and gender are associated with depression in adolescents from skipped-generation families. Mental health interventions should focus on educating grandparents to provide emotional support and promoting egalitarian gender attitudes, especially among girls.