Dramatic changes in sleep duration, schedules, and quality put adolescents at higher risk of negative outcomes, such as poorer physical and psychosocial adjustment. While significant attention has been paid to the role of proximal contexts (e.g., family), less is known about the longitudinal interplay between exo- (e.g., neighborhood characteristics) and macro-contextual (e.g., ethnic/racial discrimination) influences and adolescents’ sleep quality. Therefore, this review aimed to summarize findings from available longitudinal research to understand the role of structural factors and experiences in the distal contexts of development in influencing sleep quality in adolescence. A total of 10 studies were included in this systematic review. The results highlighted the detrimental consequences of structural factors and experiences at the exo- and macro-systems for adolescents’ sleep duration, quality, and disturbances. Specifically, neighborhood economic deprivation, ethnic/racial minority status, community violence and victimization, and ethnic/racial discrimination were all linked to significantly lower sleep quality. Overall, this review highlighted the need for more longitudinal and multi-method studies addressing sleep quality as embedded in contexts and the reciprocal influences among the multiple layers of adolescents’ development.