Teenagers are most vulnerable in romance, emotions are still very unstable. Romance is considered very complicated when a person faces failure in love. When the self-less compensation will cause depression. The purpose of this study was to determine the relationship of love with the failure of the incidence of depression in adolescents eleventh grade. Design research with analytical, cross-sectional approach. The study population of 240 adolescents, 150 samples making simple random sampling technique. Love is the independent variable and the dependent variable failure is the incidence of depression in adolescents. Methods of data collection using questionnaires then the data processing is done by editing, coding, scoring, and analysis of data using statistical spearmen's rho test. Results reveal that of the 150 respondents eleventh grade adolescents mostly is 108 have mild failure, for most of the depression mild depression 81. Results of Spearman's rho statistical test P (0.000) <α (0.05). H0 is rejected it means there is a relationship between the incidence of failure in love with the occurrence of depression in adolescents eleventh grade at SMAN 3 Bojonegoro 2014. With the correlation coefficient 0.515 (medium). Prevention of depression in adolescents can be done with a lot of approaches from parents, teachers, and returned to the adolescent in individual coping when there are problems so that the incidence of depression in adolescents can be minimized.