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Adolescence is marked by the onset of puberty, which is associated with an increase in mental health difficulties, particularly in girls. Social and self‐referential processes also develop during this period: adolescents become more aware of others' perspectives, and judgements about themselves become less favourable. In the current study, data from 119 girls (from London, UK) aged 9–16 years were collected at two‐time points (between 2019 and 2021) to investigate the relationship between puberty and difficulties in mental health and emotion regulation, as well as the role of self‐referential and social processing in this relationship. Structural equation modelling showed that advanced pubertal status predicted greater mental health and emotion regulation difficulties, including depression and anxiety, rumination and overall difficulties in emotion regulation, and in mental health and behaviour. Advanced pubertal status also predicted greater perspective‐taking abilities and negative self‐schemas. Exploratory analyses showed that negative self‐schemas mediated the relationships between puberty and rumination, overall emotion regulation difficulties, and depression (although these effects were small and would not survive correction for multiple comparisons). The results suggest that advanced pubertal status is associated with higher mental health and emotion regulation problems during adolescence and that negative self‐schemas may play a role in this association. Research Highlights: This study investigates the relationship between puberty, mental health, emotion regulation difficulties, and social and self‐referential processing in girls aged 9–16 years.Advanced pubertal status was associated with worse mental health and greater emotion regulation difficulties, better perspective‐taking abilities and negative self‐schemas.Negative self‐schemas may play a role in the relationships between advanced pubertal status and depression, and advanced pubertal status and emotion regulation difficulties, including rumination. [ABSTRACT FROM AUTHOR]