This study investigated the associations between early parental warmth, harsh discipline, and adolescent depressive symptoms from early to late adolescence, with attention to gender differences in these associations. The sample was drawn from a longitudinal study, the Taiwan Youth Project, including 2,690 Taiwanese adolescents from wave 1 in 2000 (first year in junior high school) to wave 6 (third year in high school) in 2005. The results showed a nonlinear developmental trajectory of adolescent depressive symptoms during the middle- to high-school period. Harsh discipline was associated with the significantly higher initial presence and faster growth rate of depressive symptoms, while parental warmth and monitoring were associated with the significantly lower initial presence of depressive symptoms. In addition, female adolescents displayed a higher initial level of depressive symptoms than males when parents exercised higher levels of monitoring and harsh discipline. Finally, we provided suggestions for practice and research.