This multi-sample study tested bidirectional within-family associations between parental support and adolescents’ depressive symptoms on varying measurement intervals; Daily, two-weekly, three-monthly, annual, and biennial. Pre-registered random intercept cross-lagged panel models (RI-CLPM) showed negative between- and within-family correlations. Although no within-family lagged effects were found from parental support to depressive symptoms at any time interval, depressive symptoms predicted decreased parental support two weeks and three months later. Effects were moderated by adolescents’ sex and neuroticism. Findings mainly supported adolescent driven effects, and illustrate that within-family lagged effects may not generalize across timescales.