A population-based questionnaire study of 2,816 women was conducted in week 32 of pregnancy to estimate the prevalence of and risk factors for insomnia and depressive symptoms. The Bergen Insomnia Scale (BIS) measured insomnia. The Edinburgh Postnatal Depression Scale (EPDS) measured depressive symptoms. The prevalence of insomnia (DSM-IV-TR criteria) was 61.9%, and mean BIS score 17.5 (SD = 10.5), significantly higher than among the general population. The prevalence of depressive symptoms (EPDS ≥ 10) was 14.6%. Depressive symptoms were strongly associated with insomnia during late pregnancy, especially with sleep durations <5 or >10 hours, sleep efficiency <75%, daytime impairment, and long sleep onset latency. Pelvic girdle pain and lower back pain was associated with insomnia, but not with depressive symptoms.