Sexting among adolescents has triggered controversial debates among scholars and the general public. However, questions regarding the associations between different types of sexting, namely consensual, non-consensual, and pressured sexting, depressive symptoms, and non-suicidal self-harm remain. In addition, little attention has been given to whether demographic variables (i.e., gender, ethnicity, disability, sexual minority) might influence these associations. To fill these gaps in the literature, the present study was conducted. Participants were 2506 adolescents (ages 13–16 years old; Mage = 15.17; SDage = 0.89) from eight high schools located in the suburbs of a large Midwestern city in the United States. Adolescents self-identified as female (50%), Caucasian (57%), approximately 15% reported that they had a disability they received school accommodation for, and 18% self-identified as a sexual minority. They completed self-report questionnaires on their sexting behaviors, depressive symptoms, and non-suicidal self-harm. Findings revealed that non-consensual and pressured sexting were positively related to depressive symptoms and non-suicidal self-harm, whereas consensual sexting was unrelated to these outcomes. Boys engaged in more non-consensual sexting compared with girls, girls were more pressured to send sexts compared with boys, and sexual minority adolescents reported greater consensual sexting compared with non-sexual minority adolescents. Moderating effects revealed that girls, non-minority adolescents, and non-sexual minority adolescents experienced greater depressive symptoms and non-suicidal self-harm when they experienced pressured sexting. These findings underscore the importance of considering various types of sexting and adolescents’ demographic variables when examining the negative outcomes of sexting. Disentangling the relationships among different types of sexting, depressive symptoms, and self-harm aids in the development of evidence-based recommendations for sexting harm prevention and sexual education programs.