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Aims To measure the effectiveness of antidepressants for adolescents and young adults with co-occurring depression and substance use disorder. Design, Setting and Participants Meta-analysis of randomized controlled clinical trials. A comprehensive literature search of PubMed, Cochrane, Embase, Web of Science and PsychINFO was conducted (from 1970 to 2013). Prospective, parallel groups, double-blind, controlled trials with random assignment to an antidepressant or placebo on young patients (age ≤ 25 years) who met diagnostic criteria of both substance use and unipolar depressive disorder were included. Five trials were selected for this analysis and included 290 patients. Measurements Our efficacy outcome measures were depression outcomes (dichotomous and continuous measures) and substance-use outcomes (change of frequency or quantity of substance-use). Secondary analysis was conducted to access the tolerability of antidepressant treatment. Findings For dichotomous depression outcome, antidepressants group was significantly more effective than placebo group [risk ratio (RR) = 1.21; 95% confidence interval (CI) 1.01–1.45], with low heterogeneity (I2 = 0%). Although no statistically significant effects for continuous depression outcome [standardized mean differences (SMD) = −0.13; 95% CI, −0.55 to 0.30] were found with moderate heterogeneity (I2 = 63%), subgroup analysis showed that the medicine group with a sample size of more than 50 showed statistically significant efficacy compared with the placebo group (SMD −0.53, 95% CI −0.82 to −0.25). Moreover, there was no significant difference for substance-use outcomes and tolerability outcomes between the medication and placebo groups. Conclusions Antidepressant medication has a small overall effect in reducing depression in young patients with combined depressive and substance-use disorders, but does not appear to improve substance use outcomes.