Cross-sectional research in clinical samples, as well as experimental studies in healthy adults, suggests that the experiences of pain and sleep are bi-directionally connected. However, whether sleep and pain experiences are prospectively linked to one another on a day-to-day basis in the general population has not previously been reported. This study utilizes data from a naturalistic, micro-longitudinal, telephone study using a representative national sample of 971 adults. Participants underwent daily assessment of hours slept and the reported frequency of pain symptoms over the course of one week. Sleep duration on most nights (78.0%) was between 6 and 9 h, and on average, daily pain was reported with mild frequency. Results suggested that hours of reported sleep on the previous night was a highly significant predictor of the current day’s pain frequency (Z = −7.9, p < .0001, in the structural equation model); obtaining either less than 6 or more than 9 h of sleep was associated with greater next-day pain. In addition, pain prospectively predicted sleep duration, though the magnitude of the association in this direction was somewhat less strong (Z = −3.1, p = .002, in the structural equation model). Collectively, these findings indicate that night-to-night changes in sleep affect pain report, illuminating the importance of considering sleep when assessing and treating pain.