The objective of our study was to examine the prevalence rates of different sleep complaints among adolescent outpatients with major depressive disorder (MDD). Further, we examined whether depressed adolescents with and without different sleep disturbances differ in terms of severity of depression, the presence of comorbid psychiatric disorders, and the symptom profile of depression. A total of 166 Finnish adolescent psychiatric outpatients (age 13-19; mean 16.5 years old; 17.5% boys) diagnosed with unipolar MDD (as defined by DSM-IV criteria) were included in the study. Their sleep complaints were assessed with self-rating scales and clinical research interviews. The prevalence rate of subjective sleep complaints in adolescents with MDD was high: 83% of the adolescents experienced significantly disturbed sleep. The most common types of sleep complaints were nonrestorative sleep (69%) and insomnia (51%). The presence of sleep disturbances was associated with severity of depression: Hamilton Depression Rating Scale (HDRS) and Beck Depression Inventory (BDI) total sum scores were highest in adolescents with multiple sleep disturbances and lowest in adolescents with no sleep problems. Adolescents with multiple sleep disturbances differed most from adolescents with no or minor sleep disturbances in terms of thoughts about death, suicidal thoughts, and anhedonia. These findings suggest a close link between sleep disturbances and the severity of depression in adolescent outpatients with MDD. In particular, the link between sleep disturbances and thoughts about death and suicidal thoughts calls for attention to sleep problems among depressed adolescents in clinical settings.