The negative association of insomnia and internet addiction with mental health is widely documented in the literature, yet little is known about their inter-relationships. The primary aim of this study was to examine the inter-relationships between insomnia, internet addiction and depression. A total of 719 Chinese adolescents in Hong Kong participated in this school-based cross-sectional study. Participants completed the Chinese version of the Pittsburgh Sleep Quality Index (PSQI), the Chinese Internet Addiction Scale (CIAS), the 12-item version of General Health Questionnaire (GHQ-12) and questions assessing internet use pattern and sociodemographic characteristics. The classification of internet addiction and insomnia was based on the CIAS cutoff global score >63 and PSQI cutoff global score >5, respectively. Multiple regression analyses tested the effects of insomnia and internet addiction on depression. Among students with internet addiction (17.2%), 51.7% were also identified as insomniacs. Internet addicts scored significantly poorer on all PSQI components, except sleep duration, than their non-addicted counterparts. After adjustment for gender and internet use time, both internet addiction (β=0.05; Sobel test Z=6.50, P<0.001) and insomnia (β=0.59; Sobel test Z=4.49, P<0.001) demonstrated a significant association with depression. Overall, there is high comorbidity between internet addiction and insomnia. Both insomnia and internet addiction emerged as significant explanatory factors, but they exerted differential effects on depression. Future research should be directed at determining the causal relationship between internet addiction and insomnia, and its underlying mechanism with depression.