To enhance the accuracy of computer-aided diagnosis of adolescent depression based on electroencephalogram signals, this study collected signals of 32 female adolescents (16 depressed and 16 healthy, age: 16.3 ± 1.3) with eyes colsed for 4 min in a resting state. First, based on the phase synchronization between the signals, the phase-locked value (PLV) method was used to calculate brain functional connectivity in the θ and α frequency bands, respectively. Then based on the graph theory method, the network parameters, such as strength of the weighted network, average characteristic path length, and average clustering coefficient, were calculated separately (P < 0.05). Next, using the relationship between multiple thresholds and network parameters, the area under the curve (AUC) of each network parameter was extracted as new features (P < 0.05). Finally, support vector machine (SVM) was used to classify the two groups with the network parameters and their AUC as features. The study results show that with strength, average characteristic path length, and average clustering coefficient as features, the classification accuracy in the θ band is increased from 69% to 71%, 66% to 77%, and 50% to 68%, respectively. In the α band, the accuracy is increased from 72% to 79%, 69% to 82%, and 65% to 75%, respectively. And from overall view, when AUC of network parameters was used as a feature in the α band, the classification accuracy is improved compared to the network parameter feature. In the θ band, only the AUC of average clustering coefficient was applied to classification, and the accuracy is improved by 17.6%. The study proved that based on graph theory, the method of feature optimization of brain function network could provide some theoretical support for the computer-aided diagnosis of adolescent depression.