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This study examined the perceptions of parental bonding, depressive experiences of self‐criticism and dependency, and the current level of depressive symptomology among 212 college students from Sabah, Malaysia. The participants completed the brief version of the Parental Bonding Instrument, the Reconstructed Depressive Experiences Questionnaire, and the Patient Health Questionnaire. The results showed significant direct effects of maternal care, maternal overprotection, paternal care, self‐criticism, and dependency on depressive symptomology. In contrast, the indirect effects of self‐criticism and dependency on the relationship between parental bonding and depressive symptomology were not significant. These findings were in line with previous studies that have highlighted the significance of parent–child bonding, self‐criticism, and dependency in the development of depressive symptomology. However, they contradicted previous results on the significant indirect effects of self‐criticism and dependency. This study highlights the importance of parental care and overprotection, as they can predict the manifestation of depressive symptomology at a later stage in life. [ABSTRACT FROM AUTHOR]