The recent increase in mental health problems and private tutoring (also called shadow education) among adolescents has been widely documented. This study relates involvement in private tutoring to depressive symptoms using data from a nationally representative sample of middle school students (grades 7-9, M[subscript age] = 13.90, N = 25,862) in China. Results show that greater involvement in tutoring is associated with increased depressive symptoms, and a decrease in nighttime sleep duration plays a mediating role. Grade-specific subsample analyses further show that the mediating role of sleep reduction becomes more pronounced for students in higher grades. These findings highlight the essential role of private tutoring for adolescent sleep and mental health and its variation across the schooling process.