Background: We analyzed data from a single menstrual cycle from 630 women, aged 43 to 53 years, in the Daily Hormone Study component of the Study of Women's Health Across the Nation to determine whether hormone levels are associated with trouble sleeping as women enter the menopausal transition. Methods: Women recorded whether they had trouble sleeping the previous night. Morning urine specimens were obtained for daily determinations of levels of luteinizing hormone, follicle-stimulating hormone, estradiol metabolites (ie, estrone conjugates), and the progesterone metabolite (pregnanediol glucuronide). Women were categorized as premenopausal or early perimenopausal by bleeding patterns. Results: Average adjusted odds of reporting trouble sleeping were 29% higher in perimenopausal than in premenopausal women. The highest percentages of women in both menopausal groups reported trouble sleeping in the beginning or at the end of their cycle. After controlling for covariates, pregnanediol glucuronide level was associated with increased trouble sleeping in perimenopausal women and follicle-stimulating hormone level was associated with increased trouble sleeping in premenopausal women. Mood and vasomotor symptoms were the strongest and most consistent cocontributors to trouble sleeping. Conclusion: In this community-based sample of middle aged women, the most trouble sleeping was observed at the beginning and end of the menstrual cycle.