Background Alcohol consumption in the under‐aged is one of the main concerns regarding Malaysian adolescents. There is no previous study on problematic alcohol use (PAU) in adolescents in Sarawak. The aim of this study was to determine the prevalence of PAU, its associated variables and its relationship with depression. Methods This was a cross‐sectional study. A total of 327 secondary school students completed the Alcohol Use Disorder Identification Test and Children's Depression Inventory, and a sociodemographic questionnaire. Binary and multivariable logistic regression were used to examine the relationship between the different variables. Results A total of 42.2% of adolescents had PAU. Urban adolescents had a higher prevalence compared with rural adolescents (OR, 1.612; 95% CI: 1.036–2.508 P = 0.034). Female adolescents (56.8%) and Bumiputera Sarawak adolescents (76.8%) comprised a large proportion of the respondents with PAU. Cultural norm (78.3%) and curiosity (68.1%) were the two main reasons for PAU. Only family history of alcohol use (OR, 2.273; 95% CI: 1.013–5.107; P = 0.047), ever consumed alcohol (OR, 57.585; 95% CI: 21.885–151.525; P < 0.001) and ever consumed beer (OR, 2.564; 95% CI: 1.032–6.372; P = 0.043) were significantly associated with PAU. The prevalence of depression was 21.4%. A significant relationship between PAU and depression was seen (OR, 2.557; 95% CI: 1.479–4.420; P = 0.001). Conclusion There is a high prevalence of PAU in adolescents in Miri, Malaysia. More effort is needed to implement policies for this vulnerable group, with collaboration between agencies to ensure their mental and physical wellbeing and prevent a negative impact later. Clinicians should be more vigilant in detecting depression in adolescents with PAU to enable early intervention.

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