Background Adolescence is a key life period for the development of depression. Predicting the development of depression in adolescence through detecting specific early symptoms may aid in the development of timely screening and intervention programmes. Methods We administered the Short Mood and Feelings Questionnaire (SMFQ) to 5769 American and Australian students aged 10 to 15 years, at two time points, separated by 12 months. We attempted to predict high levels of depression symptoms at 12 months from symptoms at baseline, using statistical approaches based upon the quality, as well as the quantity, of depression symptoms present. These approaches included classification and regression trees (CART) and logistic regression. Results A classification tree employing four SMFQ items, such as feelings of self-hatred and of being unloved, performed almost as well as all 13 SMFQ items at predicting subsequent depression symptomatology.