Anxiety Sensitivity (AS) has been associated with sleep difficulties in certain anxiety disorder populations, but no studies have examined cross-diagnostically the role of anxiety sensitivity in sleep dysfunction. Three hundred one participants with generalized anxiety disorder (GAD), social anxiety disorder (SAD), and panic disorder (PD) completed an ancillary questionnaire-based study. Linear regression was used to examine AS and sleep dysfunction, and mediation analyses were used to examine whether AS was a mediator of the effect of primary diagnosis on sleep. AS was associated with increased sleep dysfunction across anxiety disorders, and primary anxiety disorder diagnosis was significantly associated with sleep dysfunction. However, after controlling for AS, primary diagnosis was no longer significant. AS significantly mediated the effects of PD versus SAD and of PD versus GAD on sleep dysfunction, but did not significantly mediate the effect of GAD versus SAD on sleep dysfunction. Taken together, AS appears to be a more important predictor of sleep dysfunction overall, emphasizing the cross-diagnostic nature of AS and bolstering the RDoC initiative approach for treating psychological dysfunction.