Objective: Sleep difficulties are pervasive in Chinese adolescents, which exert aversive influence on their emotional health. However, the underlying mechanisms of this effect remain unclear. This study addressed whether stress responses mediate the concurrent and prospective relationship between sleep difficulties and depressive/anxiety symptoms in Chinese adolescents. Method: 17,946 adolescents (14-18 years-old) were administrated the Pittsburgh Sleep Quality Index, the Center for Epidemiologic Studies Depression Scale, Revised Children's Manifest Anxiety Scale and the Responses to Stress Questionnaire. Further, 710 of them finished the one-year follow-up assessments. Structural equation models were conducted to determine the concurrent and prospective mediation effects of stress responses and the moderated effect of gender and age. Results: Involuntary engagement and disengagement responses, as well as engagement coping, significantly mediated the cross-sectional relationship between sleep difficulties and depressive/anxiety symptoms. Moreover, sleep difficulties at baseline predicted enhanced involuntary engagement responses but reduced the use of engagement coping strategies one year later, resulting in an elevated level of depressive/anxiety symptoms. Finally, females and younger adolescents with greater sleep difficulties were more likely to generate maladaptive stress responses. Limitations: First, sleep difficulties were only measured using self-reported approaches. Second, potential confounding variables (e.g., socioeconomic status) were not adjusted for. Third, our study only focused on typically-developing youth samples rather than clinical samples. Conclusions: Our findings highlight the important role of stress responses in the relationship between sleep difficulties and depressive/anxiety symptoms. The findings might also shed some light on the psychological intervention of sleep difficulties and mood disorder in adolescent populations.