Lack of sleep is common in adolescence, and represents an important threat to adolescents’ well-being, academic commitment, and general health. It also has significant behavioral consequences through an increased likelihood of interpersonal violence. Previous studies have demonstrated an association between aggressive behavior and lack of sleep, but the psychological mediators remain completely unexplored. Grounded in the General Aggression Model, we investigated the affective pathway as one of the potential mechanisms linking lack of sleep and aggression. We hypothesized and showed that psychological distress is an intermediary phenomenon linking lack of sleep and physical aggression. Based on a school sample of 11,912 participants (median age: 14.5), we observed that 23.7% of the young people admitted having been involved in physical fighting on one or more occasions, and that 25.81% were in sleep debt when referred for medical assessment. We analyzed the relationship between sleep duration and physical fighting and the mediating link of psychological distress by performing multiple regressions in the components’ paths. The results showed that the adolescents’ amount of sleep appeared to be a significant predictor of physical fighting, and that this relationship was partially mediated by psychological distress. These results are consistent with the General Aggression Model, and represent the first empirical confirmation that psychological distress symptoms partially mediate the connection between lack of sleep and physical aggression.