Depression is a major public health problem worldwide, often accompanied by cognitive impairments. Sleep disturbances are a core feature of depressive symptoms and could potentially explain Executive Functioning (EF) deficits. This study examined whether sleep disturbances mediate the relationship between depressive symptoms and EF, distinguishing between core EF (inhibition) and complex EF (verbal fluency), with verbal fluency further divided into semantic and phonemic components. Sleep disturbances were assessed using sleep-related items from the QIDS and HDRS-17. No mediation effects were found in the relationships between depressed symptoms and either inhibition or verbal fluency. However, a significant direct relationship was found between depression symptoms and sleep, consistent with existing literature. These findings challenge the assumption that sleep disturbances are a key mediating mechanism in EF impairments among individuals with depressive symptoms, indicating that other mechanisms may better explain the observed cognitive deficits.