Background Oxidative stress is a contributing factor in the etiopathogenesis of major depressive disorder (MDD). Pediatric studies regarding MDD-oxidative stress relationship are insufficient. In this study, we aimed to compare oxidative stress parameters of pediatric MDD patients with those of the control group and to examine factors affecting these parameters. Results Total oxidant status (TOS), total antioxidant status (TAS), oxidative stress index (OSI), malondialdehyde (MDA) and superoxide dismutase (SOD) activities of 42 patients with MDD and 38 healthy controls were evaluated. Children depression inventory (CDI) was applied to all participants. In the MDD group, serum levels of TOS, OSI and MDA were higher, while TAS and SOD levels were lower (p < 0.001). When all participants were examined, oxidative stress increased as the CDI score increased, but in the MDD group, SOD increased as the CDI score increased. Increase in body mass index (BMI) percentile increased the oxidative stress in the MDD group. When factors affecting the presence of MDD were analyzed by binary logistic regression analysis, a one-unit increase in SOD decreased depression by 0.190 times. Conclusions This study showed that oxidative stress increases in children and adolescents with MDD, and the increase in the severity of depression further increases oxidative stress, but when the depression becomes very severe, level of SOD increases compensatorily. It has been observed that high BMI in MDD patients creates an additional burden on oxidative stress. The role of oxidative stress in the etiopathogenesis of MDD in children and adolescents should be evaluated more comprehensively.