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Background: As an important alternative to bisphenol A (BPA), bisphenol AF (BPAF) is widely used and can be detected in multiple human biological samples. However, there are few studies on neurotoxicity of BPAF at present. In particular, no epidemiological studies have investigated BPAF in relation to depressive symptoms in adolescents. Here, our study aimed to evaluate the associations between serum BPAF concentrations and depressive symptoms in adolescents. Methods: A nested case-control study within an ongoing longitudinal prospective adolescent cohort that was established in Huaibei, China was conducted. A total of 175 participants who had new-onset depressive symptoms (cases) and 175 participants without depressive symptoms (controls) were included. Serum BPAF concentrations was measured using ultra–high–performance liquid chromatography–tandem mass spectrometry. The associations between BPAF exposure and the risk of depressive symptoms in adolescents were assessed using conditional logistic regression. The dose-response relationship between BPAF level and depressive symptoms was estimated using restricted cubic spline analyses. Results: In this study, the detection rate of serum BPAF was 100%, and the median (interquartile range, IQR) serum BPAF concentration was 5.24 (4.41–6.11) pg/mL in the case group and 4.86 (4.02–5.77) pg/mL in the control group (P = 0.009). Serum BPAF exposure was a risk factor for depressive symptoms (odds ratio (OR)= 1.132, 95% confidence interval (CI):1.013–1.264). After adjustment for all for confounders, compared with the low–exposure group, the high–exposure group had a 2.806-fold increased risk of depressive symptoms (OR=2.806, 95% CI: 1.188–6.626). Stratified analysis by sex revealed that males were more vulnerable to BPAF exposure than females. After adjustment for all confounders, compared with the low-exposure group, the relative risk of depressive symptoms in the high-exposure group was 3.858 (95% CI: 1.118–12.535) for males, however, no significant association between BPAF exposure and depressive symptoms was found in females. In addition, there was a marked linear association between BPAF exposure and the risk of depressive symptoms in the total population and in males. Conclusions: The adolescents in this study were widely exposed to low levels of BPAF. A significant positive association was found between serum BPAF levels and the risk of depressive symptoms. The association was significantly modified by sex, and males were more vulnerable to BPAF exposure than females.