This study reports on the prevalence and correlates of perceived historical loss among 459 North American Indigenous adolescents aged 11-13 years from the northern Midwest of the United States and central Canada. The adolescents reported daily or more thoughts of historical loss at rates similar to their female caretakers. Confirmatory factor analysis indicated that our measure of perceived historical loss and the Center for Epidemiologic Studies Depression scale were separate but related constructs. Regression analysis indicated that, even when controlling for family factors, perceived discrimination, and proximal negative life events, perceived historical loss had independent effects on adolescents' depressive symptoms. The construct of historical loss is discussed in terms of Indigenous ethnic cleansing and life course theory.