Sleep is a vital element of adolescents’ overall health; it influences their body and mind and thus affects their quality of life. Adequate sleep quality and duration are essential for maintaining optimal metabolic health and lowering the risk of developing several medical conditions, such as cardiovascular disease. The current study aimed to assess the perceived sleep quality and duration of 1717 European adolescents from three different European countries (Spain, Iceland and Estonia) aged 13- to 16-years (900 boys, 817 girls) using the Pittsburgh Sleep Quality Index (PSQI). A multivariate analysis of variance (MANOVA) was performed to examine differences between groups and two-factor analysis of variance (ANOVA) was used to analyze city and age differences. The probability of having poor sleep quality and duration was calculated by Odd-Ratio (OR). Our study found poor sleep quality in 44% of the boys and 53% of the girls, whereas 68% and 69%, respectively did not get the recommended hours of sleep (i.e., 8–10 h). No difference was found between adolescents from Estonia, Iceland and Spain regarding sleep duration. In contrast, Spanish and Estonian adolescents reported higher probabilities of having poor sleep quality. Finally, girls had a significantly higher probability of poor sleep quality than boys.