Depressive symptoms are associated with an increased risk of death, but most of this association remains unexplained. Our aim was to explore the contribution of sleep duration and disturbances to the association between depressive symptoms, all-cause and cardiovascular disease mortality. A total of 5813 (4220 men and 1593 women) aged 50-74 years at baseline, participants of the British Whitehall II prospective cohort study, were included. Depressive symptoms, sleep duration and disturbances were assessed in 2003-04. Mortality was ascertained through linkage to the national mortality register until August 2012, with a mean follow-up of 8.8 years. Depressive symptoms were associated with an increased risk of mortality from all causes [hazard ratio (HR) = 1.51; 95% confidence interval (CI): 1.16-1.97)] and cardiovascular diseases (HR = 1.63; 95% CI: 1.01-2.64) after adjustment for sociodemographic characteristics. Further adjustment for sleep duration and disturbances reduced the association between depressive symptoms and cardiovascular mortality by 21% (HR = 1.53; 95% CI: 0.91-2.57). Sleep seems to have a role, as a mediator or confounder, in explaining the association between depressive symptoms and cardiovascular mortality. These findings need replication in larger studies with longer follow-up.