Sexual minority adolescents (SMA) have a disproportionately high prevalence of victimisation, self-harm, and depressed mood, relative to the general population. Yet, the contributing and mechanistic factors are unclear. We aim to explore the directional relationship between victimisation and self-harm and depressed mood, with poor sleep quality as a possible mediator. A secondary data analysis was conducted using a nationally representative birth cohort in the United Kingdom, where participants self-identified as sexual minority (N = 1922, aged 11-13, 67.1% female) and their parents completed questionnaires and interviews when the participants were aged 11, 14 and 17. Logistic and linear regression were used to test whether victimisation prospectively predicted self-harm and depressed mood with mediation analyses conducted to assess if sleep onset latency and nocturnal awakening mediated their relationships. After adjusting for demographic factors and baseline self-harm and depressed mood, victimisation at age 11 significantly predicted self-harm (OR = 1.40, p < .01) and depressed mood (B = 0.024, SE = 0.01, p < .05) at age 17. In the mediation analyses, frequent nocturnal awakening at age 14, but not sleep onset latency, significantly mediated the effect of victimisation at age 11 on self-harm (indirect effect B = 0.008, SE = 0.004, 95%CI = 0.001-0.017) and depressed mood (indirect effect B = 0.005, SE = 0.002 95%CI = 0.001-0.010) at age 17. Our findings supported that victimisation contributed to negative mental health among SMA. Poor sleep quality could be an indicator of maladjustment with victimisation, which further increased vulnerability to negative mental health. Victimisation and sleep quality could be important assessment targets in mental health campaign among sexual minority adolescents.