Abstract Background Depressive symptoms and sleep disturbances disproportionately affect midlife women. While there may be a bidirectional association, few studies have examined whether depressive symptoms are longitudinally associated with subsequent sleep. Sleep is typically considered unidimensional, despite emerging evidence that multidimensional sleep health provides novel information on the sleep–health link. Purpose The current study examined whether higher depressive symptoms were longitudinally associated with poorer multidimensional sleep health. Method Depressive symptoms were assessed with the Center for Epidemiologic Studies Depression Scale across six to nine annual assessments in 302 midlife women from the Study of Women’s Health Across the Nation. Six months after their last assessment, actigraphy (mean ± standard deviation = 29.3 ± 6.9 days) and self-report were used to assess sleep health components: efficiency, duration, mid-sleep timing, regularity, alertness, and satisfaction, which were dichotomized and summed to create a composite multidimensional sleep health score. Mixed-effects models were used to evaluate the longitudinal associations between depressive symptoms and multidimensional sleep health, as well as individual sleep health components, adjusting for covariates. Exploratory analyses stratified models by race/ethnicity. Results Higher depressive symptoms were associated with subsequent poorer multidimensional sleep health (p < .0.001) and lower alertness (p < .0001) and satisfaction with sleep (p < .0001). Conclusions Our finding that higher average depressive symptoms were associated longitudinally with actigraphy-measured poorer sleep health in midlife women is novel and converges with the larger body of evidence that these two common symptoms are strongly associated. The bidirectional relationship between these two prevalent symptoms needs to be studied in prospective longitudinal studies.