Major depressive disorder (MDD) is a frequent and painful mental disorder considered among the five leading causes of disability in Western countries by the World Health Organization. MDD occurs at all ages, but childhood onset MDD has a more severe course with longer depressive episodes, more suicidality, and more frequent hospitalization, than later onset MDD. Childhood seems to be a window of opportunity for prevention of mental disorders, and subsequently prevention of MDD onset in childhood is recommended. Feasible prevention targets either individuals who present early signs of a given disorder but have not reached diagnostic threshold (indicated prevention) or individuals who are at increased risk for a disorder due to risk factor exposure (selective prevention). Indicated prevention is rational also for depressive disorders, because subthreshold depression (SD) in adults is found to be a precursor to MDD. The purpose of this thesis was to provide information necessary for the prevention of MDD onset in childhood. First, we examined whether the literature supports that SD is a MDD precursor also in children (systematic review). Second, we explored the risk that gender might constitute for pre-pubertal and post-pubertal onset MDD (register study). Third, we estimated the prevalence of SD and MDD in a large-scale pre-pubertal sample, and compared the clinical features of SD and MDD and potential risk factors (population-based study). The systematic review of the literature showed that SD in children and adolescents presents analogous comorbidity and symptom patterns (including self-harm symptoms). It also supports that SD is a precursor to MDD in children and adolescents causing poor outcomes like psychopathology, functional impairment and high use of health service. In the register study of Danish children and adolescents, we found a higher incidence of clinical MDD for girls after puberty compared to boys. Before puberty however, we demonstrated that boys had higher MDD incidence rates than girls. The population-based study including 3,421 8-10-year-old children from the Danish National Birth Cohort (DNBC) showed point prevalence estimates of 0.5% for MDD and 1.0% for SD. Children with SD by definition hold fewer depressive symptoms, but the ranking and frequency of these individual depressive symptoms was almost similar. Only irritability, anhedonia and worthlessness/guilt were more common in children with MDD. DNBC children with SD and MDD had comorbid anxiety or conduct/oppositional disorders just as frequently, and the degree of functional impairment was the same. When examining potential risk factors for SD and MDD, we found that poor general health, more than two stressful life events (SLE) within the past year, and a high level of maternal depressive symptoms were correlated to both SD and MDD. In addition we found epilepsy/convulsions, one SLE within the past year and parental divorce/separation to be correlated to MDD. In conclusion, the findings reported in this thesis underline that SD in childhood and adolescence is a significant condition calling for attention, due to the early onset, the risk for progression into MDD and the poor outcome. Indicated prevention aimed at MDD in childhood should target SD children who are characterised by fewer depressive symptoms but the same symptom pattern, the same level of impairment, and the same amount of comorbid anxiety and conduct/oppositional disorders, as presented by children with MDD. Selective preventive interventions could effectively target children who suffer from chronic physical illness and children whose mothers present depressive symptoms, also below clinical threshold. In addition, boys might have an increased risk for developing pre-pubertal MDD, but this has to be explored further in non-clinical samples. We recommend that more attention is paid to children and adolescents with subthreshold depressive symptoms who also pre-sent significant functional impairment. Emphasis must be put on the risk for SD transforming into MDD, especially in those exposed to the potential risk factors identified in this thesis.