Sleep quality and depression are known to be associated with anaemia in adults, but studies are limited among children and adolescents. The present study aimed to assess the association between sleep quality, depression, and haemoglobin concentration in Indonesian adolescents aged 10-19 years. Data of 452 adolescent boys and girls, aged 10-19 years old, were collected across all subdistricts in Gunungkidul district, Yogyakarta province, Indonesia, in 2021 (baseline) and 2022 (follow-up). Sleep quality and depression were assesed using The Pittsburgh Sleep Quality Index (PSQI) and The Kessler-10 Psychological Distress Scale (K10), respectively. Haemoglobin concentration was measured, with corrections applied for altitude and smoking. Anaemia status was defined as haemoglobin < 11.5 g/dL for adolescents aged 10-11 years old, < 12 g/dL for those aged 12-14 years old and for girls aged 15 years and older, and < 13 g/dL for boys aged 15 years old and older. Latent Class Analysis (LCA) was employed to identify distinct subgroups of adolescents based on shared patterns of sleep quality and depression. Multiple linear regression was applied to identify associations between class membership and haemoglobin concentration at baseline and follow-up, with adjustments for baseline haemoglobin concentration, sex, age, pubertal status, alcohol consumption, smoking status, and household income. The overall prevalence of anaemia was 21% at baseline and 29% at follow-up, with girls being more affected than boys. LCA yielded 5 classes of sleep quality and depression. We did not find an association between class membership and haemoglobin concentration at baseline. However, in comparison to class A and after adjustments, membership of class B (moderate-to-good sleep quality and low risk of depression, with some tiredness) predicted a reduction of 0.43 g/dL (95% CI: -0.79; -0.07), whereas membership of class C (moderate sleep quality and moderate risk of depression) predicted a reduction of 0.49 g/dL (95% CI: -0.94; -0.04) in haemoglobin concentration at 1 year follow-up. Our study found that poor sleep quality and depression symptoms are associated with lower haemoglobin concentrations over time. Mental health and sleep quality should therefore be considered in intervention programs that address anaemia.