Major depressive disorder (MDD) is characterized by dysphoric mood, which may be accompanied by suicidal ideation. It is supposed that MDD is associated with dysfunction of the autonomic nervous system, but studies in pediatric patients are rare. Therefore, we aimed to study the relationship between MDD and autonomic regulation in adolescence using the electrodermal activity as an index of sympathetic cholinergic control. We examined 25 adolescents suffering from MDD without comorbidities and prior to pharmacotherapy (13 girls, mean age 14.6 ± 0.4 year) and 25 age/gender-matched healthy control subjects. The electrodermal activity was continuously recorded during 5 min of supine rest. The value of this activity in μS was averaged for each minute of the recording. We found that in depressed patients, electrodermal activity was significantly lower each minute of the recording compared to that in the control group. The study demonstrates electrodermal hypoactivity in adolescent patients with MDD, which points to dysfunctional regulation of the sympathetic part of the autonomic nervous system. This finding could represent a potential pathomechanism leading to higher risk of negative health outcomes in pediatric depressed patients. Further research is needed to elucidate the incompletely understood interaction between MDD and autonomic regulatory outputs at young age.