Sleep disorders in multiple sclerosis (MS) are associated with reduced health-related quality of life (HRQOL) and depression. However, research investigating and comparing how the two most common sleep disorders-insomnia and obstructive sleep apnea (OSA)-affect depression and HRQOL in MS is limited. The goal of this study is to examine the impact of diagnosed sleep disorders on patient-reported 1) HRQOL and 2) depressive symptoms in patients with MS. We performed a retrospective medical record review of 531 adult patients with MS: 287 (54%) with a comorbid sleep disorder (insomnia or OSA) and 244 (46%) without a diagnosed sleep disorder. Neither 1) average ratings of depression or HRQOL nor 2) the proportion of moderate depression or moderately impaired HRQOL differed between individuals with MS and insomnia and those with MS and OSA. Neither sleep disorder predicted increased depression or poorer HRQOL. However, individuals with MS and a comorbid sleep disorder (insomnia or OSA) had poorer HRQOL compared with those without a diagnosed sleep disorder (MS only). Presence of a diagnosed sleep disorder may negatively affect HRQOL in MS. Providers should continue to screen for sleep disorders given their negative impact on patients with MS and the availability of effective treatments for insomnia and OSA.