Insomnia and depression frequently co-occur with posttraumatic stress disorder (PTSD) and anxiety disorders. Yet, there are few studies investigating potential mechanisms contributing to the comorbidity between insomnia and these diagnoses, and research on best treatment approaches is in its nascence. In this chapter, we discuss core factors that contribute to the co-occurrence of insomnia and depression with PTSD and anxiety disorders, such as nightmares, fear of sleep, and worry. Next, we discuss mechanisms potentially contributing to these comorbid diagnoses. We then review the literature on pharmacological and psychotherapy-based treatments for insomnia and other sleep disturbances in the context of PTSD and anxiety disorders, with an emphasis on cognitive behavioral therapy for insomnia (CBT-I) and therapies targeting trauma-related nightmares. Finally, we present a case illustration for an individual with comorbid PTSD, depression, and insomnia receiving treatment in the form of CBT-I combined with imagery rehearsal therapy (IRT).