Background: To examine longitudinal associations between sedentary behavior and depressive symptoms among adolescent girls. Methods: A 6-year longitudinal study was conducted consisting of 3 waves, each separated by 3 years. Participants’ (n = 249, mean age 12.1 y at baseline) sedentary behaviors were registered using ecological momentary assessment and girls completed the Center for Epidemiological Studies Depression scale. Structural equation modeling of cross-lagged panel models was used to test longitudinal and bidirectional associations. Results: The findings showed that the autoregressive effects were stable for sedentary behavior and depressive symptoms. The cross-lagged effects indicated that the depressive symptoms positively predicted sedentary behavior from early to late adolescence. However, sedentary behavior did not predict depressive symptoms across adolescence. Conclusions: This study shows 1-directional long-term effect of depressive symptoms on sedentary behavior in adolescent girls. Future research on longitudinal relationships between sedentary behavior and depressive symptoms among children and adolescents are needed.