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Sleep disturbances, present in more than 90% of major depressive disorder (MDD) patients, are moderated by sex in adult MDD. In particular, slow-wave electroencephalographic activity (SWA; 0.5-4 Hz) accumulation is low and dissipation impaired. This SWA abnormality in depressed adult males does not change with age, suggesting that SWA abnormality appears at early ages. The present study evaluated sex differences in SWA in adolescents with MDD compared to healthy controls. We evaluated regularized sleep-wake schedules at home for 5-7 days, followed by two consecutive nights of sleep EEG recording. The study included 104 participants, 52 symptomatic and depressed subjects (MDD: 20 males and 32 females) and 52 healthy controls (HC: 20 males and 32 females), aged 13-18 years. SWA power and dissipation, and duration and latencies to each Non-Rapid Eye Movement (NREM) sleep period were calculated for each group. Results showed that SWA accumulation in the first NREM period was lower and its dissipation across the night more irregular in MDD males compared to HC males (P<0.009). By contrast, SWA was equivalent in MDD and HC females. In conclusion, as reported in adult MDD, the accumulation and dissipation of SWA was abnormal in depressed adolescents, but only in males. SWA abnormalities in adolescent MDD may relate to different depressive symptoms in females and males. These results underscore the need to develop sex-specific therapies to enhance and restore SWA in depressed adolescents.