Adolescents can be at heightened risk for anxiety and depression, with accumulating research reporting on associations between anxiety and depression and cognitive impairments, implicating working memory and attentional control deficits. Several studies now point to the promise of adaptive working memory training to increase attentional control in depressed and anxious participants and reduce anxiety and depression symptoms, but this has not been explored in a non-clinical adolescent population. The current study explored the effects of adaptive dual n-back working memory training on sub-clinical anxiety and depression symptomology in adolescents. Participants trained on either an online adaptive working memory task or non-adaptive control task for up to 20 days. Primary outcome measures were self-reported anxiety and depression symptomology, before and after intervention, and at 1-month follow-up. Self-reported depression (p = 0.003) and anxiety (p = 0.04) decreased after training in the adaptive n-back group relative to the non-adaptive control group in the intention-to-treat sample (n = 120). These effects were sustained at follow-up. Our findings constitute proof of principle evidence that working memory training may help reduce anxiety and depression vulnerability in a non-clinical adolescent population. We discuss the findings' implications for reducing risk of internalizing disorders in youth and the need for replication.