The association between sexual debut timing and depressive symptomatology in adolescence and emerging adulthood was examined using data from Waves I, II and III of the National Longitudinal Study of Adolescent Health. Respondents who reported never having sexual intercourse at Wave I and were 18–22 years of age at Wave III were included (n = 5,061). Twenty percent of respondents experienced early (<age 16) and 49% experienced typical (ages 16–18) sexual debut. In bivariate analyses, pre-debut depressive symptoms were associated with earlier sexual debut among female but not male adolescents. In models adjusting for demographic characteristics and pre-debut depressive symptoms, sexual debut was positively related to adolescent (Wave II) depressive symptomatology, but only among female adolescents age less than sixteen. However, sexual debut timing was unassociated with emerging adult (Wave III) depressive symptomatology for both male and female respondents. Findings suggest sexual debut timing does not have implications for depressive symptomatology beyond adolescence.