Background: Depression is highly prevalent among adolescents, and depressive symptoms rise rapidly during early adolescence. Depression is often accompanied by subjective sleep complaints and alterations in sleep neurophysiology. In this study, we examine whether depressive symptoms, measured on a continuum, are associated with subjective and objective (sleep architecture and neurophysiology) measures of sleep in early adolescence. Methods: High-density sleep EEG, actigraphy, and self-reported sleep were measured in 52 early adolescents (12.31 years; SD: 1.121; 25 female). Depressive symptoms were measured on a continuum using the Center for Epidemiological Studies Depression Scale (CES-D). The association between depressive symptoms and 2 weeks of actigraphy, selfreported sleep, sleep architecture, and sleep neurophysiology (slow wave activity and sigma power) was determined via multiple linear regression with factors age, sex, and pubertal status. Results: Despite no association between polysomnography measures of sleep quality and depressive symptoms, individuals with more depressive symptoms manifested worse actigraphically measured sleep. Less sleep spindle activity, as reflected in nonrapid eye movement sleep sigma power, was associated with more depressive symptoms over a large cluster encompassing temporal, parietal, and occipital regions. Furthermore, worse subjectively reported sleep quality was also associated with less sigma power over these same areas. Puberty, age, and sex did not impact this association. Conclusions: Sleep spindles have been hypothesized to protect sleep against environmental disturbances. Thus, diminished spindle power may be a subtle sign of disrupted sleep and its association with depressive symptoms in early adolescence may signal vulnerability for depression.It is known that sleep and depression are intimately linked. We examine sleep in a multimodal manner (2 weeks of objective sleep measurements via actigraphy, sleep neurophysiology measured via EEG, and self-reported sleep).By measuring the association between all indices of sleep and depressive symptoms measured on a continuum, we can draw conclusions about a neurobiological continuum.We show that sleep spindles, a measure of thalamocortical function, are incrementally associated with depressive symptoms.Clinical implication: We find an association between self-reported and actigraphically measured sleep over several weeks, but no association with EEG measures of sleep quality. This suggests that clinicians should measure sleep over longer periods with actigraphy to determine whether sleep problems are present.