Extensive research has linked youth depression symptoms to low levels of perceived control, using measures that reflect primary control (i.e., influencing objective conditions to make them fit one's wishes). We hypothesized that depressive symptoms are also linked to low levels of secondary control (i.e., influencing the psychological impact of objective conditions by adjusting oneself to fit them). To test the hypothesis, we developed the Secondary Control Scale for Children (SCSC), examined its psychometrics, and used it to assess the secondary control-depression symptomatology association. In a large adolescent sample, the SCSC showed factorial integrity, internal consistency, test-retest stability, convergent and discriminant validity, and accounted for more than 40% of the variance in depression symptoms. Consistent with evidence on risk and gender, depression symptoms were more strongly associated with secondary control in girls and primary control in boys. Assessing secondary control may help us understand youth depression vulnerability in girls and boys.