Sleep functioning is concurrently and longitudinally associated with norm-violating behaviors; however, the specific correlates contributing to these links remain unknown. Moreover, despite known mean-level differences in sleep functioning across immigrant and non-immigrant youth as well as socioeconomic strata, it is largely unknown whether links between sleep and norm-violating behaviors vary across groups. The current study tested the direct effects of sleep problems and sleep quantity on measures of deviance, as well as the indirect links via low self-control. It also tested moderating effects by immigrant and SES groups, indicated by parental education, on the associations and mean-level differences in sleep functioning. Results from structural equation models based on cross-sectional data from a national probability sample of Swiss adolescents (N = 6,866) provided evidence of both direct as well as indirect links between sleep and deviance, via low self-control. Despite mean-level differences, the tested links were invariant across immigrant and SES groups, with one modest exception in the magnitude of effect.