Objective To investigate the correlation between depression, anxiety and sleep disturbance. Methods 93 patients with the main complaint of insomnia were selected and performed a retrospective study. Results Four factors including anxiety factors, manifest anxiety, subjective depression and dominant depression of the insomnia patients were significantly higher than normal people, while the Ego Strength scores are significantly lower than the normal people. Conclusion When confronting patients with sleep disturbance, doctors must pay attention to identifying any psychological disorders including depression and anxiety in the patients, and psychological support should also be strengthened to such patients.