Objective: To assess the association between measures of self-reported sleep quality, depression, daytime sleepiness, fatigue, and objective cognitive performance in individuals with Multiple Sclerosis (MS). Method: Twenty-eight highly educated (M = 15.39, SD = 2.11) MS participants (Mage = 49.25, SD = 10.79) reported hours of sleep the previous night and completed the Pittsburgh Sleep Quality Index (PSQI), Quick Inventory of Depressive Symptomology (QIDS), Epworth Sleepiness Scale (ESS), Modified Fatigue Impact Scale (MFIS) and a neuropsychological battery as part of a longitudinal study examining cognitive functioning in MS. Pearson r correlations were obtained between self-report measures and cognitive variables, including verbal fluency, Texas Card Sorting Test (TCST), Oral Symbol Digit Modalities Test, Stroop Color and Word, California Verbal Learning Test-II (CVLT-II), and Brief Visuospatial Memory Test-Revised. Results: Neither hours of sleep nor PSQI global scores correlated with any neuropsychological test scores. However, daytime sleepiness (ESS) was significantly associated with verbal memory (CVLT-II r's = .52 to .60, p ≤ .01) and executive function (TCST r = .55, p = .003). QIDS was marginally associated with memory (CVLT-II total T score; r = −.39, p = .04), and MFIS only correlated with Stroop Interference T scores (r = −.39, p = .04). There was no relationship between ESS and PSQI or MFIS scores. Conclusion(s): Despite the prevalence of sleep problems in MS, data suggests subjective sleep architecture may not be related to cognition in this population. However, associations were found between daytime sleepiness and cognitive variables. Additional research is needed to better understand the mechanisms behind daytime sleepiness, as this symptom affected cognition independent of fatigue and sleep quality/quantity.