We examined sleeping problems in women with metastatic breast cancer in relation to depression, social support, and salivary cortisol. Ninety-seven women with metastatic breast cancer were drawn from a larger study on the effects of group therapy on quality of life and survival. This study is based on the baseline assessments conducted prior to randomization into treatment conditions. Sleep, depression symptoms, and social support were assessed by self-reporting. Cortisol was assessed from saliva samples taken over a 3-day period. Medical status and demographic characteristics were also examined in relation to each sleep variable in multiple regression analysis. Most women (63%) reported one or more types of sleep disturbance and 37% reported using sleeping pills in the previous 30 days. Problems with falling to sleep were significantly related to greater pain and depressive symptoms. Problems of waking during the night were significantly associated with greater depression and less education. Problems in waking/getting up were significantly associated with greater depressive symptoms and less social support. Sleepiness during the day was not significantly related to the variables in the regression model. Fewer hours of sleep were significantly associated with metastases to the bone, higher depressive symptoms, and more social support. Women who reported sleeping 9 or more hours per night, compared to those who reported a moderate amount of sleep (6.5–8.5 hours), had significantly lower 9 p.m. cortisol levels. Use of sleeping pills was more frequent among women reporting greater pain and depressive symptoms. These results suggest that women with metastatic breast cancer who are at higher risk for having sleeping problems are those who are less educated, in pain, depressed, have bony metastases, or lack social support.