The prevalence of depressive symptoms in adolescents is 12–18% and is twice as frequent in females. Sleep problems and thoughts of death are depressive symptoms or co-occurrent phenomena. Family maltreatment is a risk factor for later depressive symptoms and the period circadian regulator (PER) has been studied in relation to neurotransmitters, adaptation to stress, and winter depression. The purpose of this work was to study the relation of the three-way interactions of sex, PER2 rs56013859, and family maltreatment in relation to core depressive symptoms, sleep complaints, and thoughts of death and suicide in self-reports from a cohort of Swedish adolescents in 2012, 2015, and 2018. Cross-sectional and longitudinal analyses with linear and logistic regressions were used to study the relationships to the three outcomes. The three-way interaction was related to core depressive symptoms at both baseline and six years later. In contrast, the model did not show any relation to the other dependent variables. At 13–15 years, a sex-related differential expression was observed: females with the minor allele C:C/C:T exposed to family maltreatment showed higher levels of core depressive symptoms. Six years later, the trend was inverted among carriers of minor alleles.