To investigate the circadian rhythm characteristics and autonomic nervous function of adolescents with depression in their natural living environments, and to analyze the relationship between social jetlag and heart rate variability (HRV) during rapid eye movement (REM) sleep. Methods: A case-control study design was adopted, enrolling 34 first-episode, previously untreated adolescents with depression aged 13～19 years (depression group) and 18 healthy controls matched for age, gender, and education level (control group). The Hamilton Depression Rating Scale (HAMD) and Hamilton Anxiety Rating Scale (HAMA) were used to assess subjects’ mood. The Munich ChronoType Questionnaire (MCTQ) and Morningness-Eveningness Questionnaire (MEQ)-19 were used to assess core circadian rhythm characteristics and chronotype preference. The Insomnia Severity Index (ISI) and Epworth Sleepiness Scale (ESS) were used to assess subjective sleep distress. Wearable devices were used to record sleep onset and offset times over consecutive or intermittent nights. Core objective rhythm variables were calculated. Minute-level sleep stage annotation was used to extract time-domain HRV indicators for different sleep stages, including the Root Mean Square of Successive Differences (RMSSD) and the Standard Deviation of Normal-to-Normal Intervals (SDNN). The t-test or Mann-Whitney U test was used to compare scale scores and rhythm variables between groups; multivariate linear regression was used to analyze the independent influence of social jetlag on RMSSD. Results：(1) The scores for HAMD, HAMA, ISI, and ESS in the depression group were significantly higher than those in the control group (P<0.05). (2) Among the objective rhythm variables, the midpoint of the sleep episode on workdays and the weighted sleep midpoint in the depression group were significantly earlier than those in the control group, and social jetlag was significantly higher in the depression group (P<0.05). (3) The log-transformed RMSSD during REM sleep in the depression group was significantly reduced (P<0.05). (4) Social jetlag was positively correlated with REM sleep RMSSD. After controlling for group, age, gender, and BMI, social jetlag remained a significant predictor of REM sleep RMSSD, while the depression group was an independent negative predictor. Conclusion: Adolescents with depression report lower subjective sleep satisfaction and a greater mismatch between social time schedules and intrinsic circadian preferences, manifesting as higher social jetlag. Compared with healthy adolescents, they exhibit altered autonomic nervous function during REM sleep, which is significantly correlated with social jetlag. This may serve as a more sensitive observational window for emotion-related physiological differences.