Parkinson’s disease (PD) and multiple system atrophy (MSA) can be preceded by isolated REM sleep behavior disorder (iRBD). As excessive sighing during wakefulness is a red flag for MSA in individuals with parkinsonism, we measured sighing during slow wave sleep (N3) and REM sleep as potential biomarkers in 73 participants with MSA, 111 with iRBD, 257 with PD, and 115 controls. The number of sighs/hour of N3 (index) was higher in the MSA group than in the other groups. Sighs were rarer in REM sleep than in N3 sleep. A sigh index greater than 3.4/h of N3 was 95% sensitive in discriminating participants with MSA from controls, and a sigh index greater than 0.8 sigh/h of REM sleep was 87% specific in discriminating participants with MSA from controls. MSA participants with (vs. without) sigh were younger, had a lower apnea-hypopnea index (but no more stridor), and had no other difference in motor, autonomic, cognitive, and sensory symptoms. The sigh index could be used for screening for MSA in the millions of middle-aged persons who receive polysomnography for other purposes. Whether sighing in iRBD predicts preferential conversion towards MSA should be measured in a longitudinal study.