Background: Childhood depression affects the morbidity, mortality and life functions of children. Individual, family and environmental factors have been documented as psychosocial risk factors for childhood depression, especially family violence, which results in inadequate support, low family cohesion and poor communication. This study investigates the association between psychosocial depression factors in low-income schoolchildren and reveals the potential trouble spots, highlighting several forms of violence that take place within the family context. Methods: The study was based on a cross-sectional analysis of 464 schoolchildren aged between 6 and 10, selected by random sampling from a city in the state of Rio de Janeiro, Brazil. Socio-economic, family and individual variables were investigated on the strength of the caregivers’ information and organized in blocks for analysis. A binary logistic regression model was applied, according to hierarchical blocks. Results: The final hierarchical regression analysis showed that the following variables are potential psychosocial factors associated with depression in childhood: average/poor relationship with the father (OR 3.24, 95% CI 1.32-7.94), high frequency of victimization by psychological violence (humiliation) (OR 6.13, 95% CI 2.06-18.31), parental divorce (OR 2.89, 95% CI 1.14-7.32) and externalizing behavior problems (OR 3.53 IC 1.51-8.23). Conclusions: The results point to multiple determinants of depressive behavior in children, as well as the potential contribution of psychological family violence. The study also reveals potential key targets for early intervention, especially for children from highly vulnerable families.