Background <p>Multiple sclerosis (MS) is a chronic, immune-mediated disease often associated with neuropsychiatric complications, including depressive symptoms and sleep disturbances. Evidence regarding their association remains inconsistent; therefore, this systematic review and meta-analysis aimed to investigate the correlation between depressive symptoms and sleep quality in patients with MS.</p> Methods <p>A systematic search was conducted across PubMed, Embase, Web of Science, and Scopus up to February 2, 2025. Cross-sectional and case-control studies which assessed sleep quality using the Pittsburgh Sleep Quality Index (PSQI) and depressive symptoms using validated instruments were included. Two independent reviewers conducted the study selection, data extraction, and risk of bias assessment. Pooled correlation coefficients (r) were calculated using Comprehensive Meta-Analysis software (CMA).</p> Results <p>Twenty-one studies comprising 3,144 patients with MS were included. Depressive symptoms were assessed using the scales including Beck Depression Inventory (BDI), Hospital Anxiety and Depression Scale (HADS), Hamilton Depression Rating Scale (HDRS). Meta-analysis demonstrated a moderate positive correlation between PSQI and different scales of depressive symptoms (<i>r</i> = 0.46, 95% CI: 0.37–0.55, <i>p</i> &lt; 0.01); however, heterogeneity was considerable (I² = 83.3%). The certainty of evidence was low considering the observational nature of the included studies and substantial inconsistency. Subgroup analysis of studies based on the scales of depressive symptoms showed lower heterogeneity.</p> Conclusion <p>This review suggests a possible association between poor sleep quality and depressive symptoms in patients with MS; however, the findings should be interpreted cautiously because of the low certainty of evidence. Further well-designed prospective studies are needed to clarify the strength and direction of this relationship.</p>