Background and Objective We aim to assess the role of affective temperaments, insomnia severity, sleep quality, and depressive anxiety symptoms in predicting catastrophizing insomnia in patients with major depressive disorder (MDD).Methods Our study employed a case-control design, involving 90 drug-free MDD patients and 90 healthy controls (HCs) with identical sociodemographic characteristics. Participants completed a comprehensive set of assessments, including the Beck Depression Inventory (BDI), Beck Anxiety Inventory (BAI), Insomnia Severity Index (ISI), Pittsburgh Sleep Quality Index (PSQI), Insomnia Catastrophizing Scale (ICS), and Temperament Evaluation of Memphis, Pisa, Paris, San Diego Autoquestionnaire (TEMPS-A).Results Among the 90 MDD patients, 80% were female (n = 72), with a mean age of 32.2 ± 13.6 years. The MDD group exhibited significantly higher scores on the BDI, BAI, ISI, PSQI, ICS night, ICS daytime, and ICS total scores, along with depressive, cyclothymic, irritable, and anxious temperament scores, compared to the HCs (p < 0.001). Notably, the hyperthymic temperament showed no correlation with insomnia catastrophizing in either group. Our findings revealed that the ISI score was a predictive factor for the ICS night; age and ISI were predictive factors for the ICS daytime; and age, anxious temperament, and ISI were predictive factors for the ICS total in the MDD group.Conclusions The severity of insomnia, young age, and an anxious temperament were identified as positive predictors of insomnia catastrophizing.