Background Depressive disorders are common mental health problems during adolescence. Many adolescents with depression describe difficulties with sleeping. Findings of previous studies regarding changes in objective sleep quality in adolescents with depressive disorders are heterogeneous. Aims This study aims to investigate differences in objective and subjective sleep quality between adolescents with depressive disorders and healthy peers, and to evaluate if potential changes in sleep occur concurrently with changes in the release of cortisol and alpha-amylase after awakening. Method This non-interventional parallel study examines correlations between depressive disorders, sleep quality and release of stress hormones. Sleep quality in the past 2 weeks, severity of depressive symptoms, psychiatric comorbidities and stress response of 30 adolescents with depressive disorders and 30 healthy controls (N = 60) are assessed via questionnaires. In participants' home environments, the objective sleep quality of seven consecutive nights is measured by sleep accelerometry. After awakening, participants answer sleep questionnaires to examine the subjective sleep quality of those nights. Furthermore, salivary cortisol and alpha-amylase are measured three times after awakening (+0 min, +30 min and +45 min after awakening). Conclusions Sleep is an important factor for prognosis and well-being in adolescents with depression. The results of this study can be highly valuable to integrate a more detailed examination of sleep quality and sleeping impairments in the treatment of adolescent depressive disorders.