Randomised controlled trials have demonstrated the benefit of diet modification to improve diet quality in the treatment of adult major depressive disorder (MDD). However, research examining nutritional interventions for adolescents with MDD is sparse. This pilot study examined the feasibility of a personalised nutrition intervention for adolescents with MDD. Ten adolescents with MDD and their parents recruited from a tertiary care setting participated in an 8-week, single-arm mixed-methods study. Feasibility was assessed using five criteria (demand, acceptability, implementation, adaptation and limited efficacy testing) alongside qualitative interviews. The intervention involved four bi-weekly virtual nutrition counselling sessions with a stepped approach to dietary change, menu planning, grocery delivery and educational eHealth messages. Study participants sought positive changes in diet, health and lifestyle for adolescents and family-wide benefits. Recruitment challenges included concerns about managing mood fluctuations, anticipated dietary restrictions and the potential time and effort required for diet adherence. Feedback based on interviews emphasised moderate to high acceptability, satisfaction with menu planning and counselling and recognition of the benefits of trying new foods and sustaining positive dietary changes beyond the study. Improvements in depression symptoms (Cohen’s d = 0·36, 95 % CI (–0·24, 3·36)), parent food modeling (Cohen’s d = 0·24, 95 % CI (–0·43, 1·16) and the family food environment (Cohen’s d = 0·61, 95 % CI (–0·04, 2·61)) were observed. This nutrition intervention was feasible for adolescents with MDD and was acceptable to both parents and depressed adolescents. These preliminary data suggest that further examination of the intervention and its potential benefits on depression symptoms and family food dynamics are warranted.