We investigated the relationships between core self-evaluation (CSE), regulatory emotional self-efficacy (RESE), and depressive symptoms. In the first of two mediation models that we proposed, we predicted that RESE would mediate the relationship between CSE and depressive symptoms, and in the second model we proposed that CSE would mediate the relationship between RESE and depressive symptoms. Participants, who comprised 1,108 Chinese adolescents, completed surveys to assess their CSE, RESE, and depressive symptoms. Results showed that both models were a good fit to the data after demographic variables were controlled. We offered insight into depressive symptoms during adolescence by demonstrating that cultivating adolescents' positive view of themselves and their self-efficacy in regulating emotion is conducive to reducing their depressive symptoms. Copyright © 2016 Society for Personality Research.