Sleep quantity and risky behaviours are important health issues in adolescents. This cross-sectional study aimed to examine the association between short and long nocturnal sleep durations and a variety of adolescent risky behaviours, including suicidality, violence, regular alcohol consumption, illicit drug use, truancy, unprotected sex, tattooing and criminal record of theft in a large-scale, representative population of Taiwanese adolescents, and to examine the moderating factors for the association between nocturnal sleep duration and risky behaviours. A total of 8319 adolescent students in southern Taiwan were recruited into this study and completed the questionnaires. The associations between short and long nocturnal sleep durations and adolescent risky behaviours, as well as the moderating effects of depression and socio-demographic characteristics on these associations, were examined. The results indicated that short nocturnal sleep duration was significantly associated with all risky behaviours, and long nocturnal sleep duration was significantly associated with all risky behaviours except for suicidality. Meanwhile, depression, sex, age, and maternal education level had moderating effects on the association between nocturnal sleep duration and several risky behaviours. The findings imply that professionals should investigate the concomitant risky behaviours in adolescents with short or long nocturnal sleep duration.