Objectives: post-stroke depression (PSD), cognitive impairment, and sleep disturbances are the most common post-stroke conditions. To aid clinical practice for a highly confounded clinical problem, a clearer understanding of the associations between comorbid PSD, post-stroke cognitive impairment, and sleep disturbances is necessary. Materials and Methods: a scoping review of the literature was conducted according to the recommended guidelines using the search term [“stroke (mesh term) AND depression (in the abstract) AND cognitive (in the abstract) AND sleep (in the abstract)”]. Results: 10 studies met the criteria for inclusion. Only one study reported a co-occurrence of post-stroke emotional distress and sleep disturbances at a rate of 10.7%. Poor sleep and cognitive impairment are independent risk factors for PSD. The relationship between post-stroke poor sleep and cognitive impairment is ambiguous. None of the studies examined how PSD, cognitive impairment, and sleep disturbances interact to influence stroke outcomes. Conclusions: the dearth of studies indicates either a lack of awareness of the potential relationship between the three outcomes and the possible range of inter-related non-motor outcomes after stroke or the practical challenges in designing appropriate studies. The included studies had methodological weaknesses in their observational design and use of imprecise, subjective outcome measurements. Important knowledge gaps are identified for future research.