Persons aged 65 and over account for an estimated 13% of the U.S. population, and, by 2030, they are predicted to account for almost 20% of the population. It is important to focus on the mental health of this segment of the population, because mental health issues frequently affect older adults. In addition, older adults commonly have co-morbid psychological disorders. In particular, older adults often experience issues with cognition, depression, and sleep, and the co- occurrence of these disorders results in greater negative outcomes for older adults. Therefore, this study investigated the relationship between depressive symptoms and cognitive performance with sleep quality as a mediating variable among older adults aged 65 and above. A secondary data analysis was performed using data from the Midlife in the United States Study II (MIDUS II). Specifically, wave two data from the Cognitive and Biomarkers Projects was analyzed using the Center for Epidemiologic Depression Scale, the Pittsburgh Sleep Quality Inventory, and the Brief Test of Adult Cognition by Telephone measures. Results suggest that being older and having more depressive symptoms was associated with worse cognitive performance, R2 = 0.12, F(4, 242) = 8.70, p < 0.001. Poorer sleep quality did not underlie the association between greater depressive symptomatology and worse cognitive performance, (Percentile 95% CI [.-.01, .01]; Sobel test of mediation: z-score = .41, p >.05). Future research is needed to further investigate the role of sleep in the association between depression and cognitive performance in older adults.