We all know how painful it is to have a poor night’s sleep, or worse, a string of them. What is not as well known, however, is the importance of good sleep to one’s mental health. Poor sleep not only produces problems with mood, productivity, performance, and physical health (Kripke et al., 2002; Sigurdson & Ayas, 2007; Zohar, Tzischinsky, Epstein, & Lavie 2005; ), it is also associated with high rates of anxiety and depression. One large clinical study found that people with insomnia were approximately 10 and 17 times more likely to have depression and anxiety, respectively, than people with healthy sleep (Taylor, Lichstein, Durrence, Reidel, & Bush, 2005). So what explains this overlap and why does it matter?