Background <p>Little is known about the association of the cumulative effects of excess weight with depressive and anxiety symptoms in Chinese adolescents and the role of sleep quality in the above-mentioned association. This study aimed to assess this issue.</p> Methods <p>A cohort study was conducted annually during 2021 (wave 1), 2022 (wave 2) and 2023 (wave 3). The cumulative effects of excess weight, based on body mass index, from wave 1 to wave 3 were calculated using the trapezoid rule. We evaluated sleep quality, depressive symptoms, and anxiety symptoms based on the Pittsburgh Sleep Quality Index, 9-item Patient Health Questionnaire, and 7-item Generalized Anxiety Disorder Questionnaire in wave 3, respectively. We performed sensitivity analyses using overweight/obesity-years to define the cumulative effects of excess weight.</p> Results <p>This study included 39,442 participants (male: 51.6%; mean age: 13.7 years) without depressive and anxiety symptoms in wave 1 and 2. Logistic models with restricted cubic splines showed a significant linear association between the cumulative effect of excess weight and depressive symptoms. We noted a mediating role of sleep quality in the above-mentioned association (percentage of mediation = 9.7%; <i>P</i> &lt; 0.001). Compared with participants without the incident cumulative effect of excess weight and sleep disturbance, those with the above-mentioned two conditions were more likely to have anxiety symptoms (odds ratio = 5.94; <i>P</i> &lt; 0.001). The sensitivity analyses yielded similar results.</p> Conclusion <p>Our results indicate that the cumulative effect of excess weight may directly affect depressive symptoms, and indirectly affect anxiety symptoms through sleep quality.</p>