ObjectivesThe objective of this study was to characterize the day-to-day associations among sleep disturbance, depression, and anxiety in a sample of young adult women. MethodsOne hundred and seventy-one women (20.1 ± 3.3 years) completed in-laboratory baseline assessment followed by daily online surveys across a two-week period. Daily measures included the Mood and Anxiety Symptom Questionnaire-Short Form to assess shared and disorder-specific symptoms of depression and anxiety (general distress, anhedonic depression, and anxious arousal), as well as self-reported total sleep time (TST), sleep-onset latency (SOL), and sleep quality (SQ). ResultsFindings supported bidirectional day-to-day relationships between sleep and affective symptoms. When women felt greater general distress (shared features of anxiety and depression), they experienced longer SOL and worse SQ at night. Specificity among depression, anxiety, and sleep disturbance was observed such that higher levels of depression-specific anhedonia presaged longer SOL, shorter TST, and poorer SQ. In the other direction, when women had poor-quality sleep, they later experienced greater anhedonic depression and anxious arousal. The influence of TST on anhedonia was complex such that a single night of short sleep led to less anhedonic depression the next day, whereas women who obtained shorter sleep across the two-week period reported greater anhedonia. ConclusionsReciprocal dynamics between nightly sleep disturbance and daily experiences of depression and anxiety may serve as a process by which insomnia, depression, and anxiety develop into comorbid clinical states over time in women. The associations of anhedonic depression with nightly sleep disturbance and chronic short sleep were especially toxic, offering insight into daily mechanisms driving the most prevalent phenotype of comorbid insomnia.