This study assessed the main, curvilinear, interactive and gender-dependent effects of job demands, job control and social support in the prediction of sleep quality. Participants were 348 male and 76 female executives and managers from Germany, Austria and Switzerland. A multiple regression controlling for age, occupational hierarchy and various health behaviors was computed. On the level of the main effects of the Job–Demand–Control–Support (JDCS) model, the results indicate a sleep-promoting effect of social support. A significant three-way interaction of job demands, job control and social support was observed. This interaction confirms the buffering effect of high job control and high social support on high job demands. Further, this three-way interaction of the JDCS dimensions is moderated by gender as indicated by a significant four-way interaction. The directions of the significant interactions suggest that female executives are especially prone to react with impaired sleep quality when exposed to isolated high-strain jobs. The study seems to imply that the JDCS model is a suitable framework for the prediction of sleep quality among executives and managers. The results suggest that the JDCS model might contribute to a better understanding of the higher prevalence of poor sleep amongst female executives. Further, the results imply that high job control and high social support might help executives to maintain good sleep quality despite experiencing high job demands.