Background: China has experienced rapid socioeconomic, and health transitions over the last four decades, and urban-rural disparities are becoming increasingly apparent. Research on depression among rural and urban students can provide evidence on the relationship between sociodemographic characteristics and adolescent depression. Methods: We examined the association between sociodemographic characteristics and adolescent depression among 3605 students from Wuhan city and Jianli county that was recruited from the local junior middle school via a cross-sectional study. Univariate and multivariate logistic regression models were used to explore the sociodemographic characteristics of adolescent depression in urban and rural areas, respectively. Nomograms were constructed to calculate individual depression risk of junior middle school students. Results: 32.47% of rural students and 35.11% of urban students display depressive symptoms. The protective factors of depression in urban students are exercise habit, younger, key class, better academic achievement and males, while Left-behind children (LBC), poor academic achievement and females had higher depression risk in rural area. Two nomograms were constructed to screen the adolescent depression in urban and rural junior middle school students, respectively. The clinical tools were well calibrated. Conclusion: The field-based research examined sociodemographic characteristics potentially associated with adolescent depression and offered an effective and convenient tool of individualized depression risk evaluation for junior middle school students. Future longitudinal epidemiologic research on adolescent depression may help to further validate the discovery of present study, which will support developing policies and practices to minimize the factors of adolescent depression.