A significant body of research has demonstrated that mentoring relationships support positive youth development. The quality of the mentoring relationship has been identified as a predictor of positive youth outcomes. However, limited research has examined how engagement in a mentoring program may be related to youth depressive symptoms specifically. The current study utilized a sample of 2003 youth participating in mentoring programs across the country ( M  = 12.32, SD = 1.42, 55.1 % female ) from diverse racial and ethnic backgrounds ( 39.1 % Black, 23.6% White, 22.1% Hispanic, 3.3% Native American or Alaskan Native, .4 % Asian or Pacific Islander, 1.8 % other, and 9.7 % Multi-Ethnic ) to investigate associations between youth depressive symptoms and mentoring relationship quality. Results revealed that: 1) mean depressive symptoms decreased after participation in a mentoring program 2) several, but not all, relationship quality indicators predicted change in depressive symptoms 3) baseline levels of depressive symptoms negatively predicted indicators of relationship quality and (4) associations between several relationship quality indicators and follow-up depressive symptoms differed by baseline levels of depressive symptoms. These findings highlight the potential benefits of mentoring programs to youth and the need to provide mentors with support around building relationships with youth, especially those experiencing depressive symptoms.