Objective To investigate the relation of serum high sensitivity C⁃reactive protein (hs⁃CRP) and vitamin D binding protein (VDBP) levels with disease severity and antidepressant⁃therapy effect in adolescents with depression. Methods A total of 210 adolescents with depression (the depression group), and 116 healthy volunteers (the control group) were selected. According to the Hamilton Depression Scale (HAMD) score, the depression group was further divided into mild depression group (63 cases), moderate depression group (85 cases), or severe depression group (62 cases). Psychological intervention and antidepressant medication were given to the depression group. The serum hs⁃CRP and VDBP levels were compared between the depression group (before treatment) and the control group, and between patients with different depression degrees (before treatment). The correlation of serum hs⁃CRP and VDBP levels of the depression group before treatment with HAMD score before treatment was analyzed by employing the Pearson correlation coefficient. The influencing factors for antidepressant⁃therapy effect were analyzed by using the multivariate Logistic regression model. The receiver operating characteristic curve was employed to evaluate the value of serum hs⁃CRP and VDBP levels for alone and jointly predicting the value of antidepressant⁃therapy effect. Results The levels of serum hs⁃CRP and VDBP in the depression group were higher than those in the control group (P<0.05). The levels of serum hs⁃CRP and VDBP from high to low were as follows: the severe depression group, the moderate depression group, and the mild depression group (P<0.05). Serum hs⁃CRP and VDBP levels in adolescents with depression positively correlated with HAMD score before treatment (P<0.05). High serum hs⁃CRP and VDBP levels were risk factors for the failure of antidepressant treatment in adolescents with depression (P<0.05). Areas under the curve of serum hs⁃CRP and VDBP levels for alone and jointly predicting antidepressant⁃therapy effect in adolescents with depression were 0.791, 0.811, and 0.894, respectively, and area under the curve of combined prediction was larger than that of single prediction (P<0.05). Conclusion The levels of serum hs⁃CRP and VDBP are increased in adolescents with depression, and they are related to increased depression and poor response to antidepressant treatment. The combination of the aforementioned two indices for predicting antidepressant⁃therapy effect in adolescents with depression is superior to the single prediction.