BACKGROUNDSex differences in sleep disturbances during major depressive episodes (MDE) have been suggested. This study compares the prevalence, sociodemographic characteristics, and psychiatric comorbidity associated with sleep complaints specific to each sex among adults with MDE. These findings are crucial for precise diagnosis, personalized treatment, and improved clinical outcomes.METHODSIn a large nationally representative prospective survey, we used multi-adjusted logistic regression models including sociodemographic characteristics, psychiatric comorbidity, and depression severity to examine whether associations differ between men and women.RESULTSAmong women, 93.3 % reported at least one type of sleep complaints (i.e., trouble falling asleep, early morning awakening or hypersomnia) while 91.0 % of men did, with respectively 78.3 % and 77.2 % of insomnia complaints, and 46.2 % and 41.3 % of hypersomnia complaints. Women with sleep complaints were more likely to be black, with lower individual incomes, have histrionic personality disorder or a specific phobia. Conversely, men with sleep complaints were more likely to have a lifetime diagnosis of mania spectrum disorder, generalized anxiety disorder, drug use disorder, as well as dependent and schizotypal personality disorders. Surprisingly, being "never married" has emerged as a protective factor against sleep complaints in women, while posing as a risk factor in men compared to other marital statuses. Differences and specificities were also noted concerning subtypes of insomnia and hypersomnia complaints.LIMITATIONSThe cross-sectional design means the associations found do not imply causality.CONCLUSIONSThese findings provide insights into the complex relationship between sleep and depression in men and women, highlighting the need for personalized interventions.