Depression, poor sleep duration and low self-efficacy are common in mothers of children with sleep problems. However, research rarely extends beyond the postpartum period. This study investigated the multifaceted relationship between child sleep and maternal depression in early motherhood. A confidential survey assessed child sleep problems, maternal sleep duration, parental self-efficacy and depressive symptoms in 477 Australian mothers of children aged 3 months to 5 years. We found no relationship between child age and maternal depression, supporting our decision to look beyond postpartum depression. Robust bootstrapped mediation modelling tested the hypothesis that both maternal sleep duration and parental self-efficacy would mediate child sleep problems as predictors of maternal depression. After controlling for child age, results showed a significant parallel mediation effect, demonstrating that maternal sleep duration and parental self-efficacy both mediate the relationship between child sleep problems on maternal depression. While the total effect of child sleep problems on maternal depression was statistically significant, after partialling out the effects of other variables, child sleep problems no longer predicted maternal depression. Akaike information criterion analyses supported the full model, with both mediators explaining meaningful variance in maternal depression. This study expands our knowledge beyond the postpartum period, and divulges the disparate effects of sleep deprivation and parental self-efficacy on the relationship between child sleep and depression in early motherhood. Maternal sleep duration and self-efficacy are modifiable risk factors of maternal depression, indicating possible efficacious treatments. Parental self-efficacy stands out as a direction for clinical practice and further psychobiological study.