Various studies have reported an important association between depressive symptoms and alcohol abuse. However, the topic had not been investigated in Colombian students. This study focused on the association between depressive symptoms and alcohol abuse among high school students in Bucaramanga, Colombia. A self-reported anonymous questionnaire was answered by 560 15-19-year-olds. The survey included the Zung Self-Reported Depression Scale, CAGE Questionnaire for Alcohol Use, and VESPA questionnaire (Epidemiological Surveillance of Psychoactive Drugs). Logistic regression was used to establish associations. Prevalence was 5.7% for alcohol dependence and 39.5% for depressive symptoms. Associations were found between alcohol abuse and depressive symptoms (PR = 3.33; 95%CI: 1.41-7.83), poor self-perceived academic achievement (PR = 2.59; 95%CI: 1.16-5.37), and smoking (PR = 2.47; 95%CI: 1.13-5.40). The authors conclude that there is a strong association between depressive symptoms and alcohol abuse in Colombian high school students. Preventive programs are needed to identify early depressive disorders and alcohol abuse.