Adolescence is an important period of cognition and personality development, in this period, academic burden, family conflict and interpersonal relationship change more rapidly, which lead to many psychological problems, Such as loneliness and depression, which are common problems in adolescence. Remarkably, loneliness and depression often occur at the same time. Researchers found that loneliness stem from lacking of satisfactory interpersonal relationships, can lead to adolescents’ depression, especially when peer relationship become more important in this period. Moreover, the response styles are the coping styles to deal with negative emotions or cognitive strategies, which include rumination, distraction and problem-solving. Rumination as a negative emotion regulation strategy is proved closely related to adolescents’ depression, besides, distraction and problem-solving are positive emotion regulation strategies. It is possible that adolescents’ loneliness lead to depression by response styles. Therefore, based on the response styles theory of depression, the current study aims at investigating the correlations between the three kinds of response styles and depression, further explore the mediating role of the response styles in adolescents’ loneliness and depression symptom. In this study, 795 adolescents from two junior high schools in Beijing (the first grade and second grade were selected) and a high school in Lanzhou(the first grade and second grade were selected), completed “Loneliness Scale”, “children’s response styles questionnaires”, “Children’s Depression Inventory”. The students aged 11-19. As to data analysis, first, we conducted descriptive statistics and correlation analysis by using SPSS 20.0. Next, we used MPLUS 7.0 to test the mediation effects of rumination, distraction, problem-solving and the overall response styles on adolescents’ loneliness and depressive symptoms by Bootstrap method. The results indicated that: (1) Adolescents’ loneliness was positively correlated with depression(r=0.61, p<0.01). Depression was positively correlated with rumination (r=0.51, p<0.01), negatively correlated with distraction(r=-0.19, p<0.01) and problem-solving(r=-0.27, p<0.01). (2) There was no significant correlation between rumination and distraction, problem-solving positively correlated with rumination(r=0.14, p<0.01) and distraction(r=0.46, p<0.01). (3) Rumination and problem-solving mediated the effect of loneliness on adolescent depression, the mediator effect respectively was 0.157 and 0.070, the mediator effect size respectively was 23.57% and 10.51%; Moreover, distraction couldn’t mediate the effect. (3) The overall response style (CRSQ ratio scores) also mediated the effect of loneliness on adolescent depressive symptoms, the mediator effect was 0.216, the mediator effect size was 32.38%. In Summary, the current study reveals that, rumination aggravates adolescents’ depressive symptoms, but it does not restrain the use of distraction and problem-solving, adolescents use different response styles at the same time. The study also suggests that rumination is a negative response style, while problem-solving and distraction are positive ones to depression. When adolescents face depression, those using more rumination have more depressive emotions than those using more distraction and problem solving. Furthermore, lonely adolescents are more depressed by having fewer problem-solving and more rumination, they stick to the perception that they lack of social networks and dissatisfied relationship. Therefore, to change the depression of the lonely adolescents, we may transform their rumination, problem solving, and negative response styles.