Seasonal affective disorder (SAD) is a recurrent depressive disorder with a seasonal pattern. In addition to some specific symptoms such as sad mood, low energy or carbohydrate craving, this mood disorder is also characterized by the presence of sleeping problems and alcohol disorders. Interestingly, there is a strong link between alcohol use and sleeping deficits. Although previous studies have focused extensively on the sleep patterns in SAD patients and patients with alcohol use disorder (AUD), no research has yet been conducted on subjects with comorbid SAD and AUD. The aim of this study was to examine the differences in sleep functioning between subjects with SAD, AUD and SAD+AUD. A total of 4554 Finnish subjects from the population-based Health 2011 survey were interviewed, and of these 2430 individuals completed all the questionnaires. We selected those participants who fulfilled the criteria for SAD (n = 298), AUD (n = 359), SAD+AUD (n = 69), controls 1 (no current alcohol use, n = 226) and controls 2 (current alcohol use but not AUD, n = 1445). Controls with a history of alcohol abuse were excluded (n = 33). All the participants completed the EuroQoL five-dimensions questionnaire (EQ-5), the Seasonal Pattern Assessment Questionnaire (SPAQ), the Alcohol Use Disorders Identification Test (AUDIT) and several questions about sleeping, based on the Basic Nordic Sleep Questionnaire (BNSQ). Our results showed that those subjects with SAD+AUD reported the highest levels of subjective sleeping problems compared to controls, SAD and AUD. These findings suggest the relevance of examining the comorbidity of SAD and AUD when studying sleep functioning in these groups of patients.