This study aims to explore the association of vasomotor symptoms (VMS) and depression symptoms with different symptoms of subjective sleep disturbance in postmenopausal women. This is a cross-sectional study of 163 postmenopausal women (not taking hormone therapy) attending a university menopause clinic. Measures included the Athens Insomnia Scale, Greene Climacteric Scale, and Symptom Checklist-90-Revised depression subscale. Covariate-adjusted ordinal logistic regression was used to investigate the association of VMS and depression with each item of the Athens Insomnia Scale. Controlling for confounding factors, we found VMS to be significantly associated with awakenings during the night (odds ratio [OR], 1.85; P < 0.001), overall quality of sleep (OR, 2.00; P < 0.001), well-being during the day (OR, 1.63; P = 0.008), functioning capacity during the day (OR, 1.72; P = 0.01), and sleepiness during the day (OR, 1.66; P = 0.03); whereas we found Symptom Checklist-90-Revised depression subscale scores to be associated with sleep induction (OR, 2.09; P < 0.001), final awakening earlier than desired (OR, 2.21; P < 0.001), total sleep duration (OR, 1.62; P = 0.01), overall quality of sleep (OR, 1.64; P = 0.009), well-being during the day (OR, 1.67; P = 0.006), functioning capacity during the day (OR, 1.68; P = 0.01), and sleepiness during the day (OR, 1.57; P = 0.04). VMS and depression symptoms are associated with different patterns of sleep disturbance. Although both symptoms are related to sleep quality, daytime functioning, and daytime well-being, depression is uniquely associated with difficulty falling asleep and waking up earlier than desired, whereas VMS are related to frequent awakenings during sleep. The findings are limited by the cross-sectional design and relatively small sample size of the study. Recommendations for future research are discussed to guide this line of inquiry and to gain a better understanding of the complex relationship between climacteric and mood symptoms and their contribution to the development of sleep disturbances during menopause.