Abstract Background Early-onset depressive disorders can have severe consequences both from developmental and functional aspects. The etiology of depressive disorders is complex and multi-factorial, with an intricate interaction among environmental factors and genetic predisposition. While data from studies on adults suggest that caffeine is fairly safe, effects of caffeine in children, who are in period of rapid brain development, are currently unknown. Furthermore, systematic research addressing the relationship between depressive symptoms in children and caffeine consumption is lacking. The present study examined the effects of caffeine consumption on depressed mood in children with depression and non-depressed participants. Methods Children and adolescents (n = 51) already enrolled in an ongoing longitudinal study, aged 9-12 years, were assessed for depressive symptoms with the Children Depressive Inventory (CDI). Psychopathological symptoms were assessed with the Child Behavioral Checklist (CBCL) and eating habits were assessed with the Nutrition-Behavior Inventory (NBI) 1. The children were compared to control children without psychopathology attending public schools in a Southern Brazilian city. Results Participants with CDI scores ≥ 15 (mean = 19; S.D. = 4) also had high NBI scores (mean = 52; S.D. = 19, p < 0.001) suggestive of a relationship between depressive symptoms and environmental factors, in this case nutrition/behavior. Additional linear regression adjusted statistical analysis, considering the factors of consumption of sweets and caffeine individually, showed that caffeine, but not sweets, was associated with depressive symptoms. Conclusions These findings indicate that depressed children consume more caffeinated drinks than non-depressed children. Nonetheless while a strong association between depressive symptoms and caffeine consumption among children was found, further research should investigate whether or not this association is due to a cause and effect relationship.