The objective of this review was to identify and synthesize the best available evidence on how adult patients experience living with depression-related insomnia, and their experiences related to pharmacological and non-pharmacological interventions aimed at improving sleep. Insomnia affects 80% to 90% of patients with depression. The costs of insomnia are considerable for the individual and society alike. To understand the role and consequences of insomnia for an individual with depression and to optimize sleep interventions, an in-depth understanding of patients' experiences is needed. Therefore, this review addresses how adult patients experience living with depression-related insomnia, along with the experiences of pharmacological and non-pharmacological sleep interventions among patients with depression-related insomnia. Studies focusing on adult patients aged 18 years and older with a diagnosis of depression who had experiences with insomnia and pharmacological and/or non-pharmacological sleep interventions were included. All studies with qualitative research findings from inpatient and outpatient populations were considered. The following databases were searched: MEDLINE (PubMed), Embase (Elsevier), CINAHL (EBSCOhost), PsycINFO (ProQuest), Cochrane CENTRAL, SveMed+, Scopus, and Web of Science Core Collection. Google Scholar and ProQuest Dissertations and Theses were searched for eligible dissertations and theses. The searches were conducted on May 3-5, 2022, and updated on June 13-19, 2023. Studies published in English, Danish, German, Norwegian, and Swedish were considered. Databases were searched from their inception to the search date. All studies were screened against the inclusion criteria and critically and independently appraised by 2 reviewers for methodological quality. Findings were pooled using meta-aggregation, and a ConQual Summary of Findings was created. Ten qualitative studies were included. The studies were conducted in 6 countries and counted a total of 176 participants. In all, 127 findings were extracted and aggregated into 11 categories. From the 11 categories, 3 synthesized findings were developed: 1) Disruption of sleep challenges coping with everyday life by depleting both physical and mental resources; 2) Sleep is an escape and a protective factor against suicide; and 3) Choices, support, and personalized interventions from non-pharmacological approaches addressing depression-related insomnia are valued. This review underlined the relationship between depression-related insomnia, its profound impact on individuals' lives, and the value of non-pharmacological sleep interventions to address these issues. Specifically, the study revealed the physical and emotional consequences of insomnia while emphasizing how wakefulness during night hours may exacerbate feelings of loneliness and vulnerability to negative thoughts and suicide. Moreover, it provides an overview of patients' experiences of non-pharmacological approaches to address depression-related insomnia and highlights their diverse treatment experiences and preferences. A Danish-language version of the abstract of this review is available as Supplemental Digital Content [http://links.lww.com/SRX/A64]. PROSPERO CRD42021276048.