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A substantial portion of men treated for prostate cancer report clinically significant sleep problems and disturbance in sleep quality constitutes significant risk for the development of depressive symptoms in survivors. Dysregulation in biological stress processes underlies the impact of poor sleep on the onset and/or progression of depressive symptoms, yet few studies have sought to identify potential neurobiological mechanisms (e.g., HPA axis activation) underlying this association in PC survivors. The present study examines the relationships between sleep disturbance, depressive symptoms, and indices of diurnal cortisol patterns among men treated for prostate cancer. In total, 66 men (84.8% White; mean age = 65.8 years, SD = 9.04) treated in the prior 2 years for localized prostate cancer were recruited. They completed questionnaires to measure sleep quality and depressive symptoms at study entry (T1) and 4 months later (T2). They also provided 4 saliva samples per day, over 3 days, at T1. Three cortisol indices were computed: diurnal slope, area under the curve (AUCg), and cortisol awakening response (CAR). Analyses indicate that, controlling for body mass index and age, worse sleep quality at T1 was significantly associated with higher levels of depressive symptoms at T2. Significant indirect effects were observed for cortisol slope (indirect effect = −.17, 95% CI [−.61, −.01]) and AUCg (indirect effect = −.14, 95% CI [−.43, −.01]), but not CAR. Results suggest that dysregulation in HPA activity acts as a neurobiological mechanism of the impact of sleep disruption on depressive symptoms in men with prostate cancer.