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Abstract Background Depression and anxiety are common symptoms associated with significant morbidity in adolescents. Few studies have explored the relationship between latent profiles of adolescent depression-anxiety symptoms and executive function (EF), which is also a major pediatric public health concern. Methods The sample included 1,306 participants who were recruited from two schools in Ningxia. The Depression Self-Rating Scale for Children (DSRSC) and the Screen for Child Anxiety Related Emotional Disorders (SCARED) were used to assess the level of depression-anxiety symptoms in adolescents, and their executive function state was assessed using the Behavior Rating Inventory of Executive Function-Self-Report version (BRIEF-SR). Latent profile analysis (LPA) was carried out using Mplus 7.0 to explore the most likely number of profiles based on the subscales of DSRSC and SCARED. The relationship between adolescents’ executive function and depression-anxiety symptoms were analyzed by multivariable logistic regression, and the odds ratio were used to test the impact of this relationship. Results The LPA results show that the three-profile model was the best-fitting model for adolescent depression and anxiety symptoms. The proportions of Profile-1 (“Healthy Group”), Profile-2 (“Anxiety Disorder Group”), and Profile-3 (“Depression-Anxiety Disorder Group”) were 61.4%, 23.9%, and 14.7%, respectively. Additional analyses using multivariable logistic regression suggested that poor shifting capacity and emotional control were significantly more likely to be classified into the depression and/or anxiety groups, and worse working memory, task completion, and better inhibition were significantly more likely to be classified into the anxiety group. Conclusions The findings contribute to our understanding of the heterogeneity of adolescents’ depression-anxiety symptoms and highlight the important role of executive function in influencing mental health outcomes. These findings will guide the improvement and delivery of interventions for the treatment of anxiety and depression in adolescents, mitigating functional impairments in patients and reducing disease risk.