Objective Excessive daytime sleepiness (EDS) and insomnia symptoms are common in patients with major depressive disorder (MDD), which might lead to a poor prognosis and an increased risk of depression relapse. The current study aimed to investigate the prevalence, and sociodemographic and clinical correlates of EDS and insomnia symptoms among adolescents with MDD. Methods The sample of this cross-sectional study included 297 adolescents (mean age=15.26 years; range=12–18 years; 218 females) with MDD recruited from three general and four psychiatric hospitals in five cities (Hefei, Bengbu, Fuyang, Suzhou, and Ma’anshan) in Anhui Province, China between January and August, 2021. EDS and insomnia symptoms, and clinical severity of depressive symptoms were assessed using Epworth sleepiness scale, Insomnia Severity Index, and Clinical Global Impression-Severity. Results The prevalence of EDS and insomnia symptoms in adolescents with MDD was 39.7% and 38.0%, respectively. Binary logistic regression analyses showed that EDS symptoms were significantly associated with higher body mass index (odds ratio [OR]=1.097, 95% confidence interval [CI]=1.027–1.172), more severe depressive symptoms (OR=1.313, 95% CI=1.028–1.679), and selective serotonin reuptake inhibitors use (OR=2.078, 95% CI=1.199–3.601). And insomnia symptoms were positively associated with female sex (OR=1.955, 95% CI=1.052–3.633), suicide attempts (OR=1.765, 95% CI=1.037–3.005), more severe depressive symptoms (OR=2.031, 95% CI=1.523–2.709), and negatively associated with antipsychotics use (OR=0.433, 95% CI=0.196–0.952). Conclusion EDS and insomnia symptoms are common among adolescents with MDD. Considering their negative effects on the clinical prognosis, regular screening and clinical managements should be developed for this patient population.