This study aimed to investigate the influences of pubertal timing and stressful life events on Chinese adolescents' depression and delinquency. Sex differences in these influences were also examined. A large sample with 4,228 participants aged 12-15 years (53% girls) was recruited in Beijing, China. Participants' pubertal development, stressful life events, depressive symptoms, and delinquency were measured using self-reported questionnaires. Both early maturing girls and boys displayed more delinquency than their same-sex on-time and late maturing peers. Early maturing girls displayed more depressive symptoms than on-time and late maturing girls, but boys in the three maturation groups showed similar levels of depressive symptoms. The interactive effects between early pubertal timing and stressful life events were significant in predicting depression and delinquency, particularly for girls. Early pubertal maturation is an important risk factor for Chinese adolescents' depression and delinquency. Stressful life events intensified the detrimental effects of early pubertal maturation on adolescents' depression and delinquency, particularly for girls.