Although major depressive disorder (MDD) is a serious common disease, many depressive patients seek primary care with complaints of sleep disturbances that remain undiagnosed. The purpose of this study was to investigate the utility of self-reported sleep disturbances as a marker for MDD. This study investigated the association between 12-month prevalence of self-reported sleep disturbances and MDD using data from a cross-sectional survey in Japan. The sensitivity, specificity, positive predictive value (PPV), negative predictive value (NPV), and the area under the receiver operating characteristic curve (AUC) of self-reported sleep disturbances as a marker for MDD were 58.9%, 73.4%, 6.9%, 98.1%, and 0.66, respectively. Self-reported sleep disturbances showed highest utility for the youngest group. Among four types of sleep disturbances, the problem of daytime sleepiness was most useful as a marker for MDD. Combined with at least moderate role impairment, self-reported sleep disturbances became more informative with higher specificity (99.6%) and PPV (80.0%) as a marker for MDD. Self-reported sleep disturbances cannot be a marker for MDD in isolation. Comorbid role impairment increases the probability of MDD. Clinicians should be cautious in assessments of young people who have sleep disturbances. Daytime sleepiness should be included among the questions asked when inquiring about sleep disturbances. © 2012 Elsevier Ltd.