There is some evidence indicating that nutrition may have the ability to prevent, treat, and/or influence the severity of depression. The aims of this evidence gap map (EGM) are to provide an overview and to determine evidence gaps in the existing research on micronutrients and their impact on depression among children and adolescents. We conducted a comprehensive search in multiple databases of primary and secondary literature assessing the impact of micronutrients on depression-related outcomes such as unipolar depression, major depressive disorders, dysthymia, acute depression, and mood disorders. Abstracts and full-text articles were dual-screened based on predefined eligibility criteria. A total of 30 primary research publications were included in the EGM. About 47% of included studies focused on late adolescents (15–19 y), ∼40% on early adolescents (10–14 y), and ∼13% on children aged 6–9 y. Among the included studies, 8 studies examined a single micronutrient intervention and 22 studies examined micronutrient concentrations (either intake or serum), and their impact on depression. The most frequently studied micronutrients were vitamin D (n = 8), zinc (n = 8), iron (n = 6), folate (n = 7), and vitamin B-12 (n = 5). More longitudinal studies and trials are needed to determine the role of micronutrients in the etiology and treatment of depression among children and adolescents.