Disturbances in the circadian pacemaker system are commonly found in individuals with depression and sleep-related problems. We hypothesized that some of the canonical circadian clock genes would be associated with depression accompanied by signs of disturbed sleep, early morning awakening, or daytime fatigue. We tested this hypothesis in a population-based sample of the Health 2000 dataset from Finland, including 384 depressed individuals and 1270 controls, all with detailed information on sleep and daytime vigilance, and analyzed this set of individuals with regard to 113 single-nucleotide polymorphisms of 18 genes of the circadian system. We found significant association between TIMELESS variants and depression with fatigue (D+FAT+) (rs7486220: pointwise P = 0.000099, OR = 1.66; corrected empirical P for the model of D+FAT+  = 0.0056; haplotype ‘C-A-A-C’ of rs2291739-rs2291738-rs7486220-rs1082214: P = 0.0000075, OR = 1.72) in females, and association to depression with early morning awakening (D+EMA+) (rs1082214: pointwise P = 0.0009, OR = 2.70; corrected empirical P = 0.0374 for the model D+EMA+; haplotype ‘G-T’ of rs7486220 and rs1082214: P = 0.0001, OR = 3.01) in males. There was significant interaction of gender and TIMELESS (for example with rs1082214, P = 0.000023 to D+EMA+ and P = 0.005 to D+FAT+). We obtained supported evidence for involvement of TIMELESS in sleeping problems in an independent set of control individuals with seasonal changes in mood, sleep duration, energy level and social activity in females (P = 0.036, ® = 0.123 for rs1082214) and with early morning awakening or fatigue in males (P = 0.038 and P = 0.0016, respectively, for rs1082214). There was also some evidence of interaction between TIMELESS and PER1 in females to D+FAT+ as well as between TIMELESS and ARNTL, RORA or NR1D1 in males to D+EMA+. These findings support a connection between circadian genes and gender-dependent depression and defective sleep regulation.