As the pandemic prolongs, adolescent depression and parent-adolescent closeness not only develop independently but also unfold interactively; yet their co-developing pattern remains unclear (Campione‐Barr et al., 2021). Moreover, the pandemic may have further amplified gender-differentiated roles within families, leading to more nuanced effects in these longitudinal relations across specific parent¬-adolescent dyads (e.g., mother-daughter vs. father-son; Buist et al., 2002; Craig & Churchill, 2021). Thus, the present study adopted a process-oriented approach and tested bi-directional associations between parent-adolescent closeness and depression from before the pandemic through its extended course. Moreover, potential differences in these associations across mother-daughter, mother-son, father-daughter, and father-son relations were examined. We used three-wave data from the China Family Panel Study (2018: pre-pandemic; 2020: pandemic outbreak; 2022: post-pandemic). Participants included 841 girls (Mage = 14.99 years in 2018, SD = 2.04) and 939 boys (Mage = 14.89 years, SD = 1.99). Bivariate latent change score models revealed that greater prior closeness consistently predicted smaller increases in depression, regardless of the gender of parent or adolescent. However, prior higher adolescent depression predicted greater decrease in closeness only in the father-son relationship. These findings highlight the enduring protective effect of closeness and suggest a unique vulnerability in father-son relationships when boys experience depression across the pandemic period.