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Child sleep problems are associated with maternal depressive symptoms. It is unclear to what extent the association is due to direct effects or common risk factors for mother and child. Direct effects could represent child-driven processes, where child sleep problems influence maternal depressive symptoms, or mother-driven processes, where maternal depressive symptoms influence child sleep problems. Common factors could be shared genetic and familial environmental risk. Child- and mother-driven processes are direct in the sense that they are not due to common factors. However, such processes could be mediated by a range of unmeasured variables. By using an autoregressive fixed-effects model on a community-based longitudinal sample comprising 956 families assessed when children were 1.5, 2.5, and 4 years of age, we estimated the direction of effect between, and common causes of, child sleep problems and maternal depressive symptoms. We were able to explain the association between child sleep problems and maternal depressive symptoms by both child-driven and mother-driven processes. The effect of child-driven processes was significantly larger than the effect of mother-driven processes. The clinical implication of the study is that treatment of child sleep problems will have considerable effect on maternal depressive symptoms. Furthermore, our model supports that treatment of current child sleep problems will have a direct effect on future sleep problems and also an indirect effect on future maternal depressive symptoms. We recommend that health professionals assess child sleep problems in mothers at risk for depression.