We examined perceived stress and sleep problems in adolescent ADHD and whether this varies as a function of ADHD presentation and sex. Further, we mapped structural associations between ADHD symptoms, comorbid symptoms, perceived stress, and sleep problems. Participants were 306 adolescents aged 13–19 years (66.8% females, 193 had an ADHD diagnosis, 113 were controls). Parents rated ADHD symptoms, all other constructs were self-rated. Adolescents with ADHD had elevated levels of perceived stress and sleep problems. Girls with ADHD reported the highest levels of perceived stress. Emotional symptoms mediated the effect of inattention whereas conduct problems mediated the effect of hyperactivity/impulsivity on stress and sleep. Perceived stress and sleep problems should be considered when mapping ADHD-related problems. Comorbid symptoms are potential intervention targets that may increase treatment response.