Two adolescent mental health fields—sleep and depression—have been advancing largely in parallel until the past 4 years. Although sleep problems have been conceptualised as a symptom of adolescent depression, emerging evidence suggests that sleep difficulties arise before depression. In this Review, we describe how the combination of adolescent sleep biology and psychology uniquely predispose adolescents to develop depression. We describe multiple pathways and contributors, including a delayed circadian rhythm, restricted sleep duration, and greater opportunity for repetitive negative thinking while waiting for sleep. We match each contributor with evidence-based sleep interventions, including bright light therapy, exogenous melatonin, and cognitive-behaviour therapy techniques. Such treatments improve sleep and alleviate depression symptoms, highlighting the utility of sleep treatment for comorbid disorders experienced by adolescents.