The literature emphasizes depression and poor sleep quality as problems that affect many elderly individuals. However, these problems have been related in few studies and there is no meta-analysis performed so far on this relationship. The present research reviewed the studies performed on the subjective sleep quality in order to understand how it relates to depression in older adults. The review was conducted in January 2016 and comprised publications between 2005 and 2015. Based on the electronic databases Web of Science and EBSCO, we used the keywords ‘sleep quality’, ‘depression’, and ‘older’ to identify the empirical studies performed. After assessing the collected studies, we selected those that presented the elderly as participants, resulting in nine papers (N = 3069). A random-effects method was used to evaluate the relationship between depression and sleep. We found that an older person’s lack of good sleep quality is significantly related with depression. The main limitation of this study was the difficulty in collecting a greater number of studies. Future research should consider the importance of additional variables (e.g. moderators) in order to understand and investigate viable interventions for prevention and health promotion in the elderly.