PurposeThis study utilized data from the Korea Youth Risk Behavior Survey to examine gender differences in the impact of sexual initiation, and age at sexual initiation, on depressive symptoms among Korean adolescents. Design and methodsThis study performed a secondary analysis of cross-sectional data from the 14th Korea Youth Risk Behavior Survey (2018). Data from 60,040 adolescents aged 12–18 were included in this study. The relationship between sexual experience, age at initiation, and depressive symptoms was analyzed with complex sample multiple logistic regression. ResultsOverall, 5.7% of participants declared having had sexual experience. Sexual initiation tended to occur from grade 7 and above. In addition, 33.6% of girls and 21.1% of boys reported having depressive symptoms. Depressive symptoms were associated with sexual initiation experience, but depression symptoms were not associated with the timing of sexual initiation. ConclusionsThis study provides preliminary evidence of a relationship between sexual experience and depressive symptoms among adolescents; however, this relationship appeared independent of the timing of sexual initiation. These findings suggest that sexually active adolescents should be screened for depressive symptoms, regardless of gender. Practice implicationsThis is the first study to examine the impact of sexual initiation and its timing on depressive symptoms among Korean adolescents. Sexual behaviors of Korean adolescents should be accounted for during the development of mental health policies aimed at young people. In addition, sexually active adolescents should be screened and monitored for depressive symptoms.