This prospective four-wave study examined (i) the causal direction of the longitudinal relations among job demands, job control, sleep quality and fatigue; and (ii) the effects of stability and change in demand–control history on the development of sleep quality and fatigue. Based on results of a four-wave complete panel study among 1163 Dutch employees, we found significant effects of job demands and job control on sleep quality and fatigue across a 1-year time lag, supporting the strain hypothesis (Demand–Control model; Karasek and Theorell, Basic Books, New York, 1990). No reversed or reciprocal causal patterns were detected. Furthermore, our results revealed that cumulative exposure to a high-strain work environment (characterized by high job demands and low job control) was associated with elevated levels of sleep-related complaints. Cumulative exposure to a low-strain work environment (i.e. low job demands and high job control) was associated with the highest sleep quality and lowest level of fatigue. Our results revealed further that changes in exposure history were related to changes in reported sleep quality and fatigue across time. As expected, a transition from a non-high-strain towards a high-strain job was associated with a significant increase in sleep-related complaints; conversely, a transition towards a non-high-strain job was not related to an improvement in sleep-related problems.