Sleep is fundamental to health and well-being, yet relatively little research attention has been paid to sleep quality. This paper addresses how socio-economic circumstances and gender are associated with sleep problems. We examine (i) socio-economic status (SES) patterning of reported sleep problems, (ii) whether SES differences in sleep problems can be explained by socio-demographic characteristics, smoking, worries, health and depression, and (iii) gender differences in sleep problems, addressing the relative contribution of SES, smoking, worries, health and depression in explaining these differences. Logistic regression is used to analyse the British Psychiatric Morbidity Survey 2000, which interviewed 8578 men and women aged 16-74. Strong independent associations are found between sleep problems and four measures of SES: household income, educational qualifications, living in rented housing and not being in paid employment. Income differences in sleep problems were no longer significant when health and other characteristics were adjusted. The higher odds of sleep problems among the unemployed and adults with low education remained significant following adjustment. Women reported significantly more sleep problems than men, as did the divorced and widowed compared with married respondents. Gender differences in sleep problems were halved following adjustment for socio-economic characteristics, suggesting that SES inequalities play a major part in accounting for gender differences in sleep problems. Our study casts doubt on the primacy of physiological explanations underlying these gender differences. Since disadvantaged socio-economic characteristics are strongly associated with sleep problems, we conclude that disrupted sleep may be a mechanism through which low SES is linked to poor health.