The associations between pubertal timing, sexual activity and self-reported depression were analysed in a population sample of 17,082 girls and 15,922 boys aged 14-16 as a par of a classroom survey. Pubertal timing was assessed by age at onset of menstruation (menarche) or ejaculations (oigarche). Sexual experiences elicited included kissing, light petting, heavy petting and intercourse. Self-reported depression was measured by the 13-item Beck Depression Inventory. Among girls, self-reported depression was associated with early puberty and intimate sexual relationship. Among boys depression was associated with very early and late puberty and experience of intercourse. Early puberty is a risk factor for self-reported depression. Intimate sexual relationships in middle adolescent are likely to indicate problems in adolescent development rather than successful adolescent passage.