While sleep deficits in adulthood are common and worsening, college women experience significantly more sleep problems and depression than their male counterparts. In recent years, sleep has been investigated as one of the primary contributors to college functioning and GPA. No known study, however, has investigated the connection between self-esteem, depression and sleep. Questionnaire assessments were given to 43 female college juniors and seniors, including: demographic information, Rosenberg Self-esteem Scale, Beck Depression Inventory, and Pittsburgh Quality Sleep Index. This pilot study investigates the relationship between college self-esteem and sleep quality, as mediated by depression. The results of the study indicate that self-esteem predicts both depression and sleep quality, such that decreased levels of self-esteem are associated with higher levels of depression and decreased sleep quality. Moreover, depression also predicts sleep quality and serves to mediate the relation between self-esteem and sleep quality. The results suggest that students' self-esteem plays a significant role in the experience of depression, and that depression is the primary mechanism through which self-esteem influences sleep.