Transactional processes between parental support and adolescents’ depressive symptoms might differ in the short term versus long term. Therefore, this multi-sample study tested bidirectional within-family associations between perceived parental support and depressive symptoms in adolescents with datasets with varying measurement intervals: Daily (N = 244, Mage = 13.8 years, 38% male), bi-weekly (N = 256, Mage = 14.4 years, 29% male), three-monthly (N = 245, Mage = 13.9 years, 38% male), annual (N = 1,664, Mage = 11.1 years, 51% male), and biennial (N = 502, Mage = 13.8 years, 48% male). Preregistered random-intercept cross-lagged panel models (RI-CLPMs) showed negative between- and within-family correlations. Moreover, although the preregistered models showed no within-family lagged effect from perceived parental support to adolescent depressive symptoms at any timescale, an exploratory model demonstrated a negative lagged effect at a biennial timescale with the annual dataset. Concerning the reverse within-family lagged effect, increases in adolescent depressive symptoms predicted decreases in perceived parental support 2 weeks and 3 months later (relationship erosion effect). Most cross-lagged effects were not moderated by adolescent sex or neuroticism trait level. Thus, the findings mostly support adolescent-driven effects at understudied timescales and illustrate that within-family lagged effects do not generalize across timescales.