Use of the Internet has become an integral part of daily life. Adolescents are especially at a higher risk of developing problematic Internet use (PIU). Although one of the most well-known comorbid conditions of PIU is sleep disturbance, little is known about the sex disparity in this association. This school-based survey in students of grades 7–9 was conducted to estimate the prevalence of PIU and sleep disturbance among Chinese adolescents, to test the association between PIU and sleep disturbance, and to investigate the role of the child’s sex in this association. A two-stage stratified cluster sampling method was used to recruit participants, and two-level logistic regression models were fitted. The mean Internet addiction test score was 37.2 (SD: 13.2), and 15.5% (736) met the criteria for PIU. After adjusting for control variables, problematic Internet users were at a higher risk of sleep disturbance (adjusted odds ratio = 2.41, 95% confidence interval (CI) = 2.07–3.19). Sex-stratified analyses also demonstrated that association was greater in girls than boys. In this respect, paying more attention to the sleep patterns of adolescents who report excessive Internet use is recommended, and this early identification may be of practical importance for schools, parents, and adolescents themselves.