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Background: Peer victimisation has been associated with depressive symptoms during adolescence, however not all peer victimised adolescents will exhibit such symptoms. This study tested whether having a genetic predisposition to developing depression increased the risk of experiencing depressive symptoms in peer victimised youth. To date, no study has explored such gene–environment interaction using a polygenic risk score for depression (PRS‐depression) in the context of peer victimisation and depressive symptoms in adolescence. Methods: The sample included 748 participants born in 1997/98 from the Quebec Longitudinal Study of Child Development with genotype data and prospectively collected information on peer victimisation (12–13 years) obtained from both self‐ and teacher‐reports, as well as self‐reported depressive symptoms (15–17 years). The PRS‐depression was based on the genome‐wide association meta‐analysis of broad depression by Howard et al. (2019). Results: Self‐ and teacher‐reported peer victimisation in early adolescence were both associated with depressive symptoms in adolescence (β = 0.34, p <.001; β = 0.14, p =.001 respectively), and this association remained significant when accounting for PRS‐depression (β = 0.33, p <.001; β = 0.13, p =.002 respectively). PRS‐depression was independently associated with depressive symptoms, but there was no significant PRS‐depression by peer victimisation interaction (self‐reported and teacher‐reported). PRS‐depression was correlated with self‐reported, but not teacher‐reported, peer victimisation. Conclusions: Our findings suggested that a partial measure of an individual's genetic predisposition to depression, as measured by PRS‐depression, and being exposed to peer victimisation (self‐ and teacher‐reported) were independently associated with depressive symptoms in adolescence. Furthermore, PRS‐depression did not exacerbate the risk of depressive symptoms among adolescents who had been peer victimised. Lastly, we found evidence of a gene–environment correlation between PRS‐depression and self‐reported peer victimisation. Future studies are needed to replicate this finding and to further understand the role of genetic predispositions in experiencing depressive symptoms following peer victimisation. [ABSTRACT FROM AUTHOR]