Introduction: We examined the associations and proportionate contributions of three well-validated models of stressful psychosocial work environment (job strain, effort-reward imbalance, and organizational injustice) in explaining depressive symptoms among primary school teachers. In addition, we tested the mediating role of different types of sleep problems. Method: The participants included 76 Finnish primary school teachers. The associations between the three work-related psychosocial factors, sleep problems, and depressive symptoms were examined using multiple linear regression analyses and bootstrap mediation analyses, adjusting for gender and age. Relative weight analyses were performed to examine the proportionate contributions of the work-related psychosocial factors on depressive symptoms. Results: Both effort-reward imbalance and job strain showed positive associations with depressive symptoms, whereas the association between organizational injustice and depressive symptoms was not significant. When the proportionate contributions of job strain, effort-reward imbalance, and organizational injustice on depressive symptoms were analysed simultaneously, effort-reward imbalance was found to be the most important predictor. According to bootstrap mediation analyses, sleep problems in terms of nonrestorative sleep explained 18% of the association between job strain and depressive symptoms and 11% of the association between effort-reward imbalance and depressive symptoms. Conclusion: Our findings suggest that, for primary school teachers, particularly effort-reward imbalance but also job strain may be risk factors for depressive symptoms, and that this association might be partly explained by impaired sleep. Adjusting work demands and increasing the rewarding aspects of teachers' work may enhance sleep quality and reduce depressive symptoms in primary school teachers' occupation.