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The influence of the sleep patterns of 2,259 students, aged 11 to 14 years, on trajectories of depressive symptoms, self‐esteem, and grades was longitudinally examined using latent growth cross‐domain models. Consistent with previous research, sleep decreased over time. Students who obtained less sleep in sixth grade exhibited lower initial self‐esteem and grades and higher initial levels of depressive symptoms. Similarly, students who obtained less sleep over time reported heightened levels of depressive symptoms and decreased self‐esteem. Sex of the student played a strong role as a predictor of hours of sleep, self‐esteem, and grades. This study underscores the role of sleep in predicting adolescents' psychosocial outcomes and highlights the importance of using idiographic methodologies in the study of developmental processes.