Extensive research has documented the rising prevalence of adolescent depression and suicidal ideation; however, the mechanisms through which stress and coping styles influence these conditions remain unclear. This study examined the interrelationships among these variables, focusing on stress as a mediator and coping styles as moderators. A cross-sectional study was conducted with 561 Chinese adolescents (71.1% female) aged 12-18 years (M = 15.95, SD = 1.90) recruited from the Psychosomatic Clinic of Hangzhou TCM Hospital. Participants completed four standardized measures: (1) the Beck Depression Inventory (BDI) for depression symptoms, (2) the Beck Scale for Suicide Ideation-Chinese Version (BSI-CV) for suicidal ideation, (3) the Adolescent Self-Rating Life Events Checklist (ASLEC) for stress assessment, and (4) the Coping Style Questionnaire (CSQ) for coping styles. Statistical analyses were conducted using SPSS and MPlus. Pearson correlation analyses were performed to examine relationships among variables. The mediating role of stress and moderating role of coping styles were tested using mediation and moderated mediation analyses with bootstrapping procedures. A total of 62.72% of study participants self-reported suicidal ideation. Depression showed significant positive correlations with stress (r = .51, p < .001), suicidal ideation (r = .60, p < .001), and coping style (r = .62, p < .001). Stress partially mediated the relationship between depression and suicidal ideation (indirect effect = 0.19, p < .001), accounting for 46.6% of the total effect. The moderated mediation model revealed good fit (χ² = 3.75, df = 2, p < .001; RMSEA = 0.05; CFI = 0.92; TLI = 0.91). Coping styles significantly moderated the indirect effect of depression on suicidal ideation through stress (β = - 0.53, p < .001).. This study used a self-reporting approach, did not include longitudinal tracking of the developmental relationships between adolescent depression and suicidal ideation, and did not cover all potential factors related to stress and coping styles. These findings suggest that stress mediates the relationship between depression and suicidal ideation in adolescents, while coping styles moderate this mediated relationship. This study provides insights into the mechanisms underlying suicidal ideation in depressed adolescents and may inform targeted prevention and intervention strategies.