Caregivers of persons with dementia, who are often older adults, report sleep disturbance, high rates of depressive symptoms and may be at risk for impaired cognition. This dissertation examined sleep, depressive symptoms, and cognition in older adults and caregivers of persons with dementia. The aims of the review of literature were to understand, in community dwelling adults 60 years and older, the relationships among sleep parameters (sleep onset latency, wake after sleep onset, sleep efficiency, total sleep time, and general sleep complaints), and the domains of cognition (Executive Function, Attention, Episodic Memory, Working Memory, Processing Speed), and global cognition. Based on the findings, the research on the association of subjective sleep parameters and cognition is inconclusive and there is insufficient evidence to confirm or deny the existence of a relationship between objective sleep parameters and cognition. The methods section examined whether in adults 60 years and older, Radloff’s postulated 4-factor structure replicates across Afro-Caribbean Americans, African-Americans, Hispanic-Americans, and European-Americans and determine whether there is evidence for measurement invariance across the four ethnic groups in their responses to the Center for Epidemiological Depression Scale (CES-D) statements. Radloff’s postulated 4-factor model fit the data adequately and the results suggest that there is evidence for configural and partial metric invariance. The final section examined the relationships among subjective sleep parameters (Sleep Onset Latency, Wake After Sleep Onset, Total Sleep Time, Time in Bed, Sleep Efficiency, Sleep Quality), depressive symptoms, and, crystallized, fluid and total cognition in caregivers of persons with dementia with poor sleep. Based on the findings, depressive symptoms also did not mediate the ability of the sleep parameters to predict cognitive performance. With the knowledge that there are potential associations among sleep parameters, depressive symptoms and cognition in caregivers, healthcare providers should collect baseline assessments on sleep, depressive symptoms and cognition from caregivers and monitor them on an ongoing basis to identify changes and intervene in a timely manner. More research studies incorporating measures to capture sleep variability and similar cognitive measures, are needed to clarify the relationships both in older adults and caregivers of persons with dementia.