The aims of this study were to (a) assess and compare sleep disturbances (including daytime and nighttime sleep patterns) in adolescents with depressive disorders and healthy peers, (b) examine the prevalence of pain in adolescents with depressive disorders and healthy peers, and (c) examine pubertal development, pain intensity, and depressive symptom severity as predictors of sleep disturbance. One hundred six adolescents (46 depressed, 60 healthy), 12 to 18 years (M = 15.10 years; 67% female; 77% Caucasian) completed subjective measures of sleep, presleep arousal, fatigue, and pain. Participants also underwent 10 days of actigraphic monitoring to assess nighttime and daytime sleep duration, sleep efficiency, and wake after sleep onset. Results indicated that youth with depression exhibited greater sleep disturbances on subjective and actigraphic sleep variables than healthy controls. Depressed youth also reported more frequent and severe pain than healthy youth. Linear regression analysis indicated that pain intensity and depressive symptoms predicted worse sleep quality across groups. The interaction term was also significant, such that adolescents with high levels of depressive symptoms had poor sleep quality when pain intensity levels were high. These results indicate that sleep is important to assess in youth with depression, and that pain may be an important target for sleep intervention in this population. (Contains 3 tables.)