The hypothalamus-pituitary-target gland axis is thought to be linked with insomnia, yet there has been a lack of further systematic studies to prove this. This study included 30 patients with primary insomnia (PI), 30 patients with depression-comorbid insomnia (DCI), and 30 healthy controls for exploring the alterations in the hypothalamus-pituitary-adrenal/thyroid axes’ hormones and gonadotropin-releasing hormone (GnRH). The Pittsburgh Sleep Quality Index was used to evaluate sleep quality in all subjects. The serum concentrations of corticotrophin-releasing hormone (CRH), thyrotrophin-releasing hormone (TRH), GnRH, adrenocorticotropic hormone (ACTH), thyroid stimulating hormone (TSH), cortisol, total triiodothyronine (TT3), and total thyroxine (TT4) in the morning (between 0730 h and 0800 h) were detected. Compared to the controls, all hormonal levels were elevated in the insomniacs, except ACTH and TSH in the PI group. Compared to the DCI patients, the PI patients had higher levels of CRH, cortisol, TT3, and TT4 but lower levels of TRH, GnRH, and ACTH. Spearman’s correlation analysis indicated that CRH, TRH, GnRH, TSH, cortisol, TT4, and TT3 were positively correlated with the severity of insomnia. The linear regression analysis showed that only CRH, GnRH, cortisol, and TT3 were affected by the PSQI scores among all subjects, and only CRH was included in the regression model by the “stepwise” method in the insomnia patients. Our results indicated that PI patients may have over-activity of the hypothalamus-pituitary-adrenal/thyroid axes and an elevated level of GnRH in the morning.