Objective Examine neuroticism's impact on the relationship between depressive symptoms and sleep quality during the college transition. Participants First-year students (N = 302) from a southeastern university in the USA. Methods A longitudinal cross-lagged panel model assessed direct and indirect effects between self-reported sleep and depressed mood. Results Higher neuroticism was directly associated with both greater depressed mood and sleep quality. Poorer sleep quality was associated with depressive symptoms at baseline ([beta] = 0.250, [95% CI = 0.123,0.362]) and during spring semester ([beta] = 0.261, [95% CI = 0.126,0.383]). Baseline depressive symptoms predicted sleep quality during fall semester ([beta] = 0.140, [95% CI = 0.031, 0.247]), and fall semester sleep quality predicted spring semester depression symptoms ([beta] = 0.106, [95% CI = 0.007,0.201]). Discussion Neuroticism is an indicator of emotional distress and disrupted sleep upon college entry. Furthermore, there was evidence for both within time-point and prospective associations between sleep quality and depression symptoms albeit at different times throughout the first year of college.