The association between emotional inhibition strategies linked to depression has been showed inconsistent among studies. Mild emotional inhibition maybe benefit for social interaction, especially for female among East Asian cultures. The present study aimed to examine whether the inhibition–depression relationship is dependent on level of emotion inhibition and gender context, given differing value of suppressing emotional displays. We hypothesized that the negative associations between inhibition and adolescent depression would not directly, in which affected by interaction between emotion inhibition and gender. To test this hypothesis, we asked 309 junior high school students which age range from 12 to14 years old to report on their use of emotion inhibition and depression syndrome. A multiple regressions analysis revealed that significant interaction that gender as a moderator to the relationships between emotion inhibition and adolescent depression. The group with the highest level of depression was girls with high levels of emotion inhibition, whose depression score was higher than that of boys with high levels of emotion inhibition. The result highlights that the importance of context in understanding the inhibition-depression relationship.