Sleep can be characterized along multiple dimensions. We investigated whether an aggregate measure of sleep health was associated with prevalent and incident clinically significant depression symptoms in a cohort of older women. Participants were older women (mean age 80.1 years) who completed baseline (n = 6485) and follow-up (n = 3806) visits, approximately 6 years apart, in the Study of Osteoporotic Fractures (SOF). Self-reported sleep over the past 12 months was categorized as "good" or "poor" across 5 dimensions: satisfaction with sleep duration, daytime sleepiness, mid-sleep time, sleep onset latency, and sleep duration. An aggregate measure of sleep health was calculated by summing the number of "poor" dimensions. Clinically significant depression symptoms were defined as a score ≥6 on the Geriatric Depression Scale. Relationships between sleep health and depression symptoms were evaluated with multivariate logistic regression, adjusting for health measures and medications. Individual sleep health dimensions of sleep satisfaction, daytime sleepiness, mid-sleep time, and sleep onset latency were significantly associated with prevalent depression symptoms (odds ratios [OR] = 1.26-2.69). Sleep satisfaction, daytime sleepiness, and sleep onset latency were significantly associated with incident depression symptoms (OR = 1.32-1.79). The number of "poor" sleep health dimensions was associated in a gradient fashion with greater odds of prevalent (OR = 1.62-5.41) and incident (OR = 1.47-3.15) depression symptoms. An aggregate, multidimensional measure of sleep health was associated with both prevalent and incident clinically-significant depression symptoms in a gradient fashion. Future studies are warranted to extend these findings in different populations and with different health outcomes.