Psychological distress, including symptoms of anxiety, depression, and psychological trauma, is common in women living in inner cities and can be associated with disturbed sleep. The purposes of the study of 115 women were to examine: (a) objective and subjective sleep patterns; (b) extent of psychological distress; and (c) the relationship between objective and subjective sleep patterns and psychological distress. Wrist actigraphs were worn. High levels of life stress, sleep pattern disturbance, and psychological distress were common. Self-reported sleep patterns, but not objective sleep pattern variables, explained 12.5% to 44% of the variance in psychological distress, suggesting the importance of screening for sleep and psychological distress. These findings suggest that interventions focusing on sleep or psychological distress may reduce symptoms.