Social isolation may be a unique risk factor for depression and anxiety in early adolescence. However, optimal sleep may protect adolescents from the emotional sequela of social isolation. The present study aimed to investigate whether sleep moderates the relationship between social isolation and symptoms of anxiety and depression in early adolescence. Five hundred and twenty eight early adolescents (M = 11.18 years, SD = 0.56, range 10–12 years, 51% male) completed online questionnaires assessing social isolation, sleep duration, daytime sleepiness and symptoms of generalised anxiety, social anxiety, separation anxiety and depression. Sleep duration moderated the effect of social isolation on symptoms of generalised anxiety, social anxiety and depression, but not separation anxiety. Daytime sleepiness emerged as an additional sleep-related risk factor in the relationship between social isolation and depressive symptoms. Therefore, sleep may be an important modifiable risk or protective factor to target, in the prevention of depression and anxiety in adolescence.