jQueryValidate - Required field - depends doesn't work

Your syntax and use of the plugin is correct from what you have given. You need to troubleshoot, so first try this

marque: {
    required: true;
}

simple. Does the error message appear? If yes then try this

marque: {
    required: {
        depends: function () { return true; /* or false */ }
    }
}

You really should be able to do this without the depends option, just make the function work directly on the required object:

rules: {
     marque: {
          required:  function() {
                 if (($('#add_marque').val() == "Ajouter une marque" && (('#marque').val() == -1) || ($('#add_marque').val() == "" && $('#marque').val() == -1)) {
                     return true;
                 }
                 else {
                     return false;
                 }
          }
     }
}

See a working, simpler example here: http://jsfiddle.net/ryleyb/3hqH6/1/