Background There is a need for better knowledge about the relationship between sexual offending by young people and mental health problems. Aim This study aimed to compare mental health problems between young people who commit sexual offences and those who do not. Methods After completion of the Massachusetts Youth Screening Instrument‐Version 2 (MAYSI‐2), 334 young people who, according to MAYSI‐2 information, had committed a sex offence were compared with 334 young people whose MAYSI‐2 data suggested that they had not committed a sex offence. They were matched for age, race/ethnicity, type of facility and adjudication status. We also examined the young sex offenders for within group differences. Results The young sex offenders were less likely to report anger–irritability or substance misuse than the comparison youths. Within the sex offender group, older juveniles were more likely to report alcohol and drug use problems than younger ones, Caucasians were more likely to report anger and suicidal ideation than their non‐Caucasian peers, those detained were more likely to report alcohol and drug use problems and somatic complaints than those on probation, and convicted youths were more likely to report alcohol and drug use problems and anger–irritability than those awaiting trial. Conclusions Juvenile sexual offending seems less likely to be committed in the context of an anti‐social lifestyle than other offending. Important findings among young sex offenders are their higher levels of mental health problems among those detained and convicted than among those on probation or awaiting trial. Assessment of the mental health of young sex offenders seems to be even more important the further they are into the justice system. Copyright © 2015 John Wiley & Sons, Ltd.