Most depressed adolescents and teenagers who get treatment with drugs, therapy or both will get some relief, but nearly half will relapse within five years, U.S. researchers said.
And females are by far at greatest risk, they said.
"We need to learn why females in this age range have higher chances of descending into another major depression after they have made a recovery," John Curry of Duke University in North Carolina, whose study appears in the Archives of Adolescent Psychiatry, said in a statement
Curry and colleagues studied 86 depressed males and 110 depressed females aged 12 to 17 who were assigned to one of four short-term treatments -- the Eli Lilly drug fluoxetine or Prozac, a type of talk therapy known as cognitive behavioral therapy, a combination of the two, or a placebo.
They were followed for up for five years.
Nearly 95 percent of the participants recovered from their initial bout of depression, including 88.3 percent who recovered within two years.
But of the 189 teenagers who recovered, 88, or 46.6 percent, had another major depression over the five-year period.
They said being female was the biggest factor that predicted a relapse in the study, with 57 percent of females having a relapse, compared with just 33 percent of males.
Curry said it is not clear why females have a greater risk, but it may be that they are more inclined to repeatedly ruminate on negative thoughts or feelings of inadequacy.
Although females are more likely to become depressed than males during adulthood as well as adolescence, adult women are not more likely than men to have a second major bout of depression, Curry said.
"Further research needs to be done to confirm our findings and to sort out the variables that may be associated with recurrent major depression in young women," Curry said.
The team had thought the type of treatment would play a role in how lasting the recovery was, but that was not the case.
They said no individual treatment or treatment combination reduced the risk of relapse. But they did say teenagers who responded within the first two years were most likely to have a lasting reprieve from their symptoms.
In a separate study in the journal Pediatrics, researchers at the University of Washington, Seattle Children's and Group Health said they have developed a patient questionnaire that is a good screening test for depression in adolescents.
The test, known as PHQ-9, is a short, easy to score test that has been proven to spot major depression in adults.