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Both depression and sleep disturbance have been linked to inflammation. However, the role that inflammation plays in the relationship between sleep disturbance and depression remains unclear. We examined pairwise associations between inflammatory markers (neutrophil-to-lymphocyte ratio [NLR] and C-reactive protein level [CRP]), sleep disturbance, and depressive symptoms in a robust, ethnically diverse sample (n = 32,749) from the National Health and Nutrition Examination Survey (NHANES). We found higher levels of inflammatory markers in participants with depression and/or sleep disturbance compared to those without depression or sleep disturbance. Sleep disturbance was positively associated with inflammatory markers and depressive symptoms even after considering a wide range of potential confounders (e.g., age, sex, body mass index). Inflammatory marker levels were nonlinearly associated …