This study aimed to determine whether there were any differences between the behavioral and emotional problems of depressed children in clinical setting and their healthy peers without chronic medical illnesses or psychiatric disorders. The study was carried out in a child and adolescent psychiatry department of Karadeniz Technical University, Faculty of Medicine, between the dates of 03 March 2013 and 03 March 2014. Forty two children, ranging from 7 to 12 years, diagnosed with major depression, were choosen as study sample. Child Depression Inventory (CDI) was used to evaluate the severity of depression and the behavioral problems of children were evaluated with Child Behavior Checklist for Ages 6-18 (CBCL 6/18). According to the CBCL 6/18, the internalizing, externalizing and total behavior problem scores were found significantly higher (respectively p<0.001; p<0.001; p<0.001) in the study group. The internalizing and total behavior problems were significantly higher in girls, but there was no significant difference in externalizing behavior in both genders. In addition, 57.1% of the study group (n=24) had suicidal ideation and 19% (n=8) showed self-injurious behavior. Suicidal ideation was increasing with child’s depression severity but not related with behavioral problems. In addition, self-injurious was significantly associated with rule-breaking behavior, aggresive behavior and externalizing behavior problem subscales, but not associated with suicidal ideation or depression severity. Consequently, children diagnosed with major depressive disorder (MDD) had significantly higher behavior problems than their healthy peers. The results suggest that externalizing behavior problems could be a part of childhood depression regardless of gender differences. Besides, the results suggest that self harming behavior in depressive children may not always be related with depression severity. Impulsivity and high comorbidity rates may be additional contributions to this behavior. Lastly, children are at the risk of suicide as adolescent and should be examined carefully.