Emotion regulation (ER) refers to the process that a person uses emotion regulation strategies to modulate the experience and expression of emotion in order to meet the contextual demands. Based on this concept, the outcomes of emotion regulation depends not only on the effective use of ER strategies in certain contexts, but also on the appropriate selection of ER strategies in varying situations. Emotion regulation choice involves the process that individuals determine which emotion regulation strategies they prefer to use to achieve their primary goal in accord with the dynamic environment. Recently, a series of studies have demonstrated that emotional intensity and valence influenced the selection of certain emotion regulation strategies. Based on it, initial studies have preliminarily investigated the choice pattern of specific emotion regulation strategies (i.e., reappraisal and avoidance) when healthy adults confronted different emotional stimuli with high vs. low intensity and positive vs. negative valence. Main results showed that healthy participants were more likely to choose reappraisal instead of avoidance under low intensity emotional stimuli conditions, whereas more likely to choose avoidance rather than reappraisal under high intensity emotional stimuli conditions. As the most prevalent and disabling mood disorder, individuals with major depressive disorder (MDD) were considered to be difficult in regulating their negative and positive emotion, which primarily manifested as the two cardinal symptoms: elevated negative affect and diminished positive affect. Furthermore, taking the perspective of dimensional approach, according to the number and quality of symptoms, depressive state could be divided into non-depressed, subthreshold depression (Sub-D), and depression. It is worth noting that, although the symptoms of Sub-D were less than MDD, the functional impairments associated with Sub-D were either very similar to that of full MDD, or even higher than those with MDD. More importantly, mounting studies have revealed that, as a crucial development period, the rate of depressive state increased substantially and rose permanently during adolescence. Thus, compared to adults, the relationship between emotion regulation choices and depressed symptoms in adolescents should be paid more attention. However, to the best of our knowledge, no study has tested whether the choice pattern is compromised among adolescents with varying depressed states. Therefore, the aim of this study was to investigate the preference to select between two emotion regulation strategies (reappraisal vs. rumination) when facing 20 daily emotion-eliciting events with varying emotional intensities (high vs. low) and valence (positive vs. negative) among youth with no depression (n = 505), subthreshold depression (n = 54), and depression (n = 58). Main results revealed that the emotional intensity and valence moderated the selection of reappraisal and rumination among groups. More specifically, under high-positive, low-positive, and low-negative emotion conditions, there were no significant differences between the three groups, while under high-negative emotion condition, subthreshold depression group and depression group chose significantly less reappraisal and more rumination than non-depressed group. These results indicated that, compared with healthy counterparts, teens with more depressive symptoms may not flexibly choose appropriate strategies in contexts with different intensities and valence, especially in high-negative emotion context. These findings might be beneficial to screening and intervention for teenagers higher in depressive symptoms.