Previous studies have suggested that depression might be more strongly related to sleep disturbances in older than in younger individuals. However, few of these studies have simultaneously considered variables other than depression that have been demonstrated to influence the sleep of elderly persons, and none has examined the relationship between depression and sleep longitudinally. The present study examined the association between frequency of depressed mood, using the Depression Adjective Checklist (DACL), and self-reports of four sleep problems over a 3-year period in a sample of community-residing elderly persons. Results showed that frequency of depressed affect was related positively to sleep disturbance, even when subjects' age, gender, and health status were considered simultaneously. Early morning awakening was the sleep symptom that most consistently related to depressed mood over the course of the study. Poor health and female gender showed positive but less consistent relationships to the sleep complaints than depressed affect. Research on biological mechanisms underlying the disturbed sleep of elderly depressed individuals is discussed.