Social jetlag, a misalignment between sleep timing on the weekend and during the work week, is associated with depressive symptoms among adults across both sexes. A previous study found that later sleep timing was associated with depressive symptoms in women but not men. To date, however, no research has investigated whether the association between social jetlag and depression varies by sex among adolescents. The current study assessed self-reported sleep, depressive symptoms, and demographic information from 3058 adolescents (48% female, mean [SD] age 15.59 [0.77] years) from the age 15 wave of the Fragile Families and Child Wellbeing Study (FFCWS). Social jetlag was calculated as the absolute value of the midpoint of sleep on the weekend minus the midpoint of sleep during the school week. Depressive symptoms were measured through a modified 5-item version of the Center for Epidemiologic Studies Depression Scale (CES-D). We assessed whether the associations among sleep duration on school nights, social jetlag, and depressive symptoms were similar between male and female adolescents using multiple linear regression. In fully adjusted models, sex moderated the association between school night total sleep time and depressive symptoms ( p < 0.001) and between social jetlag and depressive symptoms ( p = 0.037). In females, but not in males, school night total sleep time was negatively associated with depressive symptoms ( p < 0.001), whereas social jetlag ( p < 0.001) was positively and independently associated with depressive symptoms. The results indicate the importance of regular sleep timing across the week and adequate sleep duration for the maintenance of optimal emotional health among female adolescents.