Objective: This study aimed to compare adolescents diagnosed with major depressive disorder (MDD) and healthy adolescents with regard to cyberbullying, cyber victimization, internet addiction, and digital game addiction. Materials and Methods: This cross-sectional study was performed in Selçuk University Hospital. The study sample consisted of 34 adolescents with MDD and 39 controls without any psychopathology. A socio-demographic data form, the Cyber bullying Scale (CBS), Cyber Victimization Scale (CVS), Cyber bullying Sensibility Scale (CBSS), Internet Addiction Scale (IAS), Digital Game Dependence Scale (DGA-7), and Children's Anxiety and Depression Scale-Refurbished (RCADS) were administered to all participants. Results: CBS, CVS, IAS and DGAS-7 scores of the MDD group were significantly higher than those of the control group. The significant differences persisted even after controlling for confounding factors such as age, gender, socio-economic level, and parental educational levels with MANCOVA. A strong positive correlation existed between CBS and CVS scores, and higher IAS scores were associated with higher CBS scores in the MDD group. CBSS scores negatively correlated with DGAS-7 scores in the MDD group. Limitations: Due to the cross-sectional design of this study, conclusions about causality remain speculative. Conclusion: This study demonstrated the importance of assessing problems related to the online environment in the presence of depression in adolescents. Our results suggested that evaluating the use of technology with a view to the potential for cyber bullying and cyber victimization as well as internet addiction and addiction to digital games may be necessary as a holistic approach in the follow-up of adolescent depression.