It is well known that poor sleep quality is related with depression and anxiety. As we know, sleep quality in Generalized Anxiety Disorder (GAD)-Major Depressive Disorder (MDD) comorbidity has not been investigated in any study conducted in clinical settings in our country. In addition to determining the relationship between anxiety and depression levels with sleep quality, we conducted research determining similarities and differences between the comorbid MDD-GAD patient group and healthy control group in terms of sleep quality. In a cross-sectional study, patients who were diagnosed with MDD and GAD according to DSM-V diagnostic criteria and who did not have any other primary axis psychiatric disorder were included in the study. Individuals, who did not have a psychiatric disease according to DSM-V diagnostic criteria formed the healthy control group. The Sociodemographic Data Form, Pittsburgh Sleep Quality Index (PSQI), Beck Anxiety Inventory (BAI) and Beck Depression Inventory (BDI) were administered to 31 MDD-GAD patients and 30 healthy controls. Patients with poor sleep quality scored an average of 4,096 points higher on the BDI compared to patients with a good sleep quality (p=0,042). Depression scores showed a positive correlation of at a level of 42,5% with the PUKI Sleep Disturbances subtest (p=0,017) and 47,4% (p=0,007) Daytime Dysfunction subtest. Our study indicates that depression may be more related to sleep quality than anxiety. Problems related to sleep are shown as the first symptom that prompts many depressive patients to seek help. Detecting sleep related abnormalities can play a stimulating role for clinicians in many areas, including the risk of developing depression and implementing preventive therapy. The PSQI appears to be a very useful tool in identifying sleep related problems and can be very helpful to clinicians. Our findings reveal the importance of controlling individuals with sleep problems, especially in terms of depressive symptoms.