Insomnia is common among patients who subsequently experience an acute myocardial infarction (MI), and is a major symptom of psychiatric depression. The purpose of this study was to determine what proportion of patients reporting insomnia prior to MI have depression. Of 70 patients with a recent MI, 27 (39%) reported having had insomnia for two weeks or longer prior to their MI, 13 of whom (48%) met diagnostic criteria for a major depressive episode (MDE). MDE accounted for a significant proportion of the patients reporting insomnia prior to MI (p < 0.0001). Furthermore, those patients with insomnia who did not meet diagnostic criteria for MDE nevertheless had three times as many depressive symptoms, excluding sleep disturbance, as did those patients who did not experience insomnia prior to their MI (p < 0.0009). The implications of this finding are discussed, as well as possible explanations for the relationship between insomnia, depression, and subsequent MI.