Objective: To investigate the longitudinal relationship between subjective and objective sleep disturbance and depressive symptoms. Design: Longitudinal. Setting: Three US clinical centers. Participants: Nine hundred fifty-two community-dwelling older women (70 y or older). Measurements: At baseline, subjective sleep quality was assessed using the Pittsburgh Sleep Quality Index (PSQI) and objective sleep measures were assessed with wrist actigraphy. Depressive symptoms were assessed with the Geriatric Depression Scale (GDS) at baseline and approximately 5 y later. The analysis was restricted to women with few (GDS 0-2) depressive symptoms at baseline. Results: There was an independent association between greater PSQI score (per standard deviation increase, indicating worse subjective sleep quality) at baseline and greater odds of worsening depressive symptoms (≥ 2-point increase in GDS) (Multivariate Odds Ratio [MOR] 1.19, confidence interval [CI] 1.01-1.40, P = 0.036). Higher scores specifically on the sleep quality (MOR 1.41, CI 1.13-1.77, P < 0.003) and sleep latency (MOR 1.21, CI 1.03-1.41, P = 0.018) PSQI subscales were also associated with greater odds for worsening depressive symptoms. Objective assessments revealed an association between baseline prolonged wake after sleep onset (WASO ≥ 60 min) and worsening depressive symptoms at follow-up (MOR 1.36, CI 1.01-1.84, P = 0.046). There were no associations between other objectively assessed sleep measures and worsening depressive symptoms. Conclusions: In older women with few or no depressive symptoms at baseline, those with more subjectively reported sleep disturbance and more objectively assessed fragmentation of sleep at baseline had greater odds of worsening depressive symptoms 5 y later. Future studies investigating this relationship in more detail are indicated.