Objective To explore the association between Internet addiction and depression among adolescents， as well as the mediating effects of anxiety and cognitive emotion regulation. Methods An on-site questionnaire survey was conducted among 2 751 students selected from five public junior middle schools in Shanghai from December 2015 to January 2016 by using the Internet Addiction Assessment Scale， Generalized Anxiety Disorder-7， Kutcher Adolescent Depression Scale and Cognitive Emotion Regulation Questionnaire. Results The detection rate of depression was 22.2% （610/2 751）， and depression symptoms were more common among students in higher grades and poorer families （P ＜ 0.05）. The results of correlation analysis showed that Internet addiction， depression， anxiety， and non-adaptive cognitive emotion regulation strategies were significantly positively correlated， with correlation coefficients ranging from 0.354-0.755 （all P ＜ 0.01）. The structural equation model （SEM） indicated that anxiety and maladaptive strategies played parallel mediating roles between Internet addiction and depression. The non-standardized indirect effect values of anxiety and nonadaptive strategies are 0.340 and 0.031， respectively， and the mediating effect of the two accounts for 91.64% and 8.36% of the total indirect effect. Various fit measures indicate that the mediation effect model fits well. （χ2/DF=1.035， GFI=0.975， AGFI=0.939， RMSEA=0.004， TLI=0.999， CFI=0.999， NFI=0.975， IFI=0.999， RFI=0.967）. Conclusions Adolescent Internet addiction can predict depression， and it can also play an indirect role through anxiety and non adaptive cognitive emotion regulation strategies.