Adolescents are constantly connected with each other and the digital landscape through a myriad of screen media devices. Unprecedented access to the wider world and hence a variety of activities, particularly since the introduction of mobile technology, has given rise to questions regarding the impact of this changing media environment on the mental health of young people. Depressive symptoms are one of the most common disabling health issues in adolescence and although research has examined associations between screen use and symptoms of depression, longitudinal investigations are rare and fewer still consider trajectories of change in symptoms. Given the plethora of devices and normalisation of their use, understanding potential longitudinal associations with mental health is crucial. A sample of 1,749 (47% female) adolescents (10–17 years) participated in six waves of data collection over two years. Symptoms of depression, time spent on screens, and on separate screen activities (social networking, gaming, web browsing, TV/passive) were self-reported. Latent growth curve modelling revealed three trajectories of depressive symptoms (low-stable, high-decreasing, and low-increasing) and there were important differences across these groups on screen use. Some small, positive associations were evident between depressive symptoms and later screen use, and between screen use and later depressive symptoms. However, a Random Intercept Cross Lagged Panel Model revealed no consistent support for a longitudinal association. The study highlights the importance of considering differential trajectories of depressive symptoms and specific forms of screen activity to understand these relationships.