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Background Family-level predictors, including caregiver depression, are considered important influences on adolescent mental health. Adolescent depression and anxiety in refugee settings is known to be a significant public health concern, yet there is very limited literature from humanitarian settings focusing on the relationship between caregiver mental health and adolescent mental health. In the context of a larger study on child protection outcomes in refugee settings, researchers explored the relationship between caregiver depression and adolescent mental health in two refugee settlements, Kiryandongo and Adjumani, in Uganda. Methods Adolescents between 13 and 17 and their caregivers participated in a household survey, which included measures of adolescent anxiety and depression, and caregiver depression. Analysis was conducted using multiple logistic regression models, and results were reported for the full sample and for each site separately. Results In Kiryandongo, a one-unit increase in a caregiver’s depression score tripled the odds that the adolescent would have high levels of anxiety symptoms (AOR: 3.0, 95% CI: 1.4, 6.1), while in Adjumani, caregiver depression did not remain significant in the final model. Caregiver depression, gender and exposure to violence were all associated with higher symptoms of adolescent depression in both sites and the full sample, for example, a one unit increase in caregiver depression more than tripled the odds of higher levels of symptoms of adolescent depression (AOR: 3.6, 95% CI: 2.0, 6.2). Caregiver depression is a consistently significantly associated with adverse mental health outcomes for adolescents in this study. Conclusions Adolescent well-being is significantly affected by caregiver mental health in this refugee context. Child protection interventions in humanitarian contexts do not adequately address the influence of caregivers’ mental health, and there are opportunities to integrate child protection programming with prevention and treatment of caregivers’ mental health symptoms. Electronic supplementary material The online version of this article (10.1186/s12888-017-1566-x) contains supplementary material, which is available to authorized users.