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Introduction: Resilience is an interactive process in which individual characteristics and interpersonal relationships are crucial to help individuals cope with negative experiences. Resilient adolescents, in addition to being less vulnerable to risks, are more successful in adapting to stressful situations. Conversely, individuals who are not very resilient present impaired coping when facing adversity, which can generate anxiety and depressive symptoms. Objective: To investigate the relationship between resilience and the prevalence of depressive and anxiety symptoms in high school students. Methods: A cross-sectional study was carried out with a sample of 80 high school students enrolled in a public school in the city of Presidente Prudente, state of São Paulo. The following instruments were used: Child Depression Inventory; Hamilton Anxiety Scale; Wagnild and Young Resilience Scale; and a sociodemographic questionnaire prepared by the authors. Results: Low resilience was 2.02 times more prevalent in adolescents with depressive symptoms, however the prevalence of low resilience was 2.54 times higher in people with a lower family income. Dating reduced the prevalence of low resilience by 45% and proved to be a protective factor in promoting resilience. The prevalence of low resilience was 50% higher in adolescents with a high degree of anxiety, however no statistically significant difference was observed. Conclusion: Based on the findings of this study, adolescents with low resilience showed ore signs of depressive symptoms. Resilience was shown to be a protective factor for depressive symptoms. Similarly, higher family income and dating were shown to be good predictors of the development of resilient individuals.