Family break-up is cited as a cause of depression
The Scottish Executive confirmed that more than 150 pre-school youngsters have been diagnosed and are being treated for the mental illness.
In figures which were broken down into age groups for the first time, 93 girls and 62 boys were diagnosed as being clinically depressed.
The numbers were revealed by Health Minister Malcolm Chisholm in a reply to a parliamentary question.
They also showed that a total of 300,000 Scots were treated for depression in 2000.
Across Scotland, the condition was more common among females and figures show the problem is most likely to hit between the ages of 24 and 44.
There were 213,439 females and 84,293 males affected by depression.
The figures are based on a sample of patients seen in 55 GP practices in Scotland.
Freedom to play
The Mental Health Foundation (MHF), which has looked into the causes of child depression, believes the breakdown of family life and the pressures of modern living could be factors.
It said children are not always given enough freedom to play and develop at their own pace.
"And children who are not treated will continue to suffer mental health problems. It is sometimes only small, possibly home environment changes, which are needed to make things better. The solution isn't necessarily linked with prescribed medication.
"Parents should not be making their home diagnosis on mental health problems. They need to consult their GP, they need to speak with professionals."
She added: "We cannot diagnose children with mental health problems in the same way as we do with adults.
"Of course their level of communication is not the same as grown ups, so we have to look out for signs.
"Things to look out for are problems with eating and sleeping, being withdrawn and showing signs of anxiety.
"But it must be stressed that a depressed child will have more than one of these problems and they will persist over a period of time.
'Sense of right and wrong'
"It is only after these factors are properly diagnosed that a health professional would look at the home environment and problems which might occur there.
"All of these problems, however, should be put in context and we should recognise what the signs of good mental health in children are.
"Contented children will enjoy playing on their own, but they will also enjoy playing and learning with others. They will also have a sense of right and wrong and they will learn how to resolve their own problems."
Scottish National Party MSP Adam Ingram, who had asked the executive how many people suffered depression in Scotland, described the figures relating to young children as "shocking."
He added: "I think it is clearly related to family break-ups and shows the levels of stress that we have in our society today - people are running hard to stand still.
"We need to look clearly at how we organise ourselves and we need more family supportive measures put in place."