Both inadequate sleep and internalizing problems, such as symptoms of anxiety and depression, are prevalent among adolescents with sparse epidemiological literature outlining sex-specific relationships at this critical age. To examine cross-sectional and prospective relationships between self-reported sleep problems, indicated by sleep duration, difficulties getting to sleep and changes in difficulties getting to sleep with internalizing problems in early adolescence. This study was a secondary analysis of data from the Canadian National Longitudinal Survey of Children and Youth. Multivariable linear regression was used to estimate cross-sectional and longitudinal associations. Relevant family and social context variables were controlled for in multivariable analyses. Family functioning was assessed as a potential effect modifier. There were 993 and 736 participants [longitudinal cohort entry age of 10 or 11 years; 49% male] in longitudinal and cross-sectional analyses, respectively. Most cross-sectional multivariable analyses of sleep duration and internalizing problems revealed no statistical associations. Difficulties sleeping and concurrent internalizing problems were positively associated in 12/13 year old females (β = 1.77 [0.94, 2.61], R2 = 17%) and males (β = 1.18 [0.36, 2.01], R2 = 16%). High persistent difficulties sleeping in females aged 12/13 to 14/15 years also positively predicted internalizing problems in females age 14/15 years (β = 1.90 [0.52, 3.29], R2 = 21%) while controlling for initial internalizing symptoms. Family functioning was not found to be an effect modifier. Findings highlight the potential role of difficulties sleeping for adolescents' mental health. Public health initiatives to promote sleep hygiene in this population subgroup are critical to prevent the potential long-term health impact of sleep problems.