Depression is common among adolescents more so during the transition to secondary school, and the psychosocial and emotional changes that accompany adolescence. This study sought to assess the prevalence and predictors of depression among students joining public secondary schools in Nairobi County. The study was carried out at five selected public secondary schools in Nairobi County covering 539 students between the ages of 11 and 18 years. The Patient Health Questionnaire-Adolescent version (PHQ-A) was used to collect data on depression. For suicidal behavior, the Suicide Behavior Questionnaire-revised version was used. The Adolescent Peer Relations Instrument was used to assess bullying victimization. These were augmented by a sociodemographic questionnaire. Depression prevalence rates were generated using a generalized linear model customized with a log link and a Poisson distribution for a common binary outcome. The prevalence of depression was found to be 14.5%, with a mean PHQ-A score of 6.16 (SD = 3.16). Predictors of depression were suicide risk (adjusted prevalence ratio [aPR] = 3.07, confidence interval, CI [1.94-4.88]; p < 0.001) and lifetime alcohol use (aPR = 2.24, CI [1.36--3.68]; p = 0.001). Depression is prevalent among adolescents joining secondary schools in Nairobi County. Counselor-led school-based cognitive behavioral therapy could be a sustainable strategy for reducing depression symptoms and guiding preventive efforts among adolescents in this context.