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To investigate the association between weekend catch-up sleep (WCS) duration and depressive symptoms among young adults in China and the United States, and to explore potential associated factors. We conducted a binational cross-sectional study comprising 1,440 Chinese young adults (collected in 2024) and 892 US young adults (from NHANES 2021-2023). Depressive symptoms were assessed using the Patient Health Questionnaire-9 (PHQ-9 ≥ 10). WCS duration was categorized. Logistic regression, restricted cubic splines (RCS), and threshold effect models were employed to examine the relationship. Subgroup analyses were conducted by sex, education, and lifestyle factors. A U-shaped association was observed in both populations. Compared to no catch-up sleep (0 h), a WCS duration of 0-1 h was associated with significantly lower odds of depressive symptoms (China: Odds Ratios (OR) = 0.495, 95% Confidence Intervals (CI) 0.339-0.724; US: OR = 0.412, 95% CI 0.209-0.812). Restricted Cubic Spline (RCS) and threshold analyses confirmed this non-linear pattern, with inflection points at approximately 0.58 h (China) and 1.01 h (US). Subgroup analyses indicated the associations were modified by sex and alcohol drinking status. This study reveals a consistent U-shaped association between WCS and depressive symptoms among young adults in two distinct national populations. Moderate weekend catch-up sleep (around 0-1 h) may be associated with lower odds of depressive symptoms. These findings highlight the importance of balanced sleep patterns for mental health in young adults.