Objective: The study aims to explore the associations of family functioning with sleep disturbance and depressive symptoms among primary and secondary school students, to provide scientific reference for preventing depression in primary and middle school students. Methods: A convenience sampling method was used to recruit 124 357 primary and secondary school students in Baoan District, Shenzhen. A self administered general information questionnaire, the Youth Self Rating Insomnia Scale, and the Patient Heath Questionnaire-9 were used to assess the students demographic characteristics, family functioning, sleep disturbance, and depressive symptoms. Results: About 34.6% of students reported moderate family dysfunction, and 8.7% reported severe family dysfunction. The prevalence rates of sleep disturbance and depressive symptoms were 13.0% and 13.1% in elementary and secondary school students, respectively. The prevalence rates of sleep disturbance and depressive symptoms were statistically significantly higher in girls(14.6%, 16.8%) than boys(11.6%, 9.9%) ( χ 2=255.25, 1 269.50, P <0.01). Depressive symptoms were positively correlated with sleep disturbance ( r =0.61) and negatively correlated with family functioning ( r =-0.31)( P <0.01). Family functioning moderated the relationship between sleep disturbance and depressive symptoms, and the positive predictive effect of sleep disturbance on depressive symptoms decreases as the level of family functioning increases. Conclusion Family functioning buffers the effects of sleep disturbance on depressive symptoms among primary and secondary school students. Attention should be paid to sleep quality among primary and secondary school students, to improve their family functioning, and thus decrease and prevent the occurrence of depression in adolescents.