ABSRTACT Suicide is a significant public health problem worldwide, and sleep disturbances have negative effects on mental health and suicidality. Several psychological concepts may mediate the relationship between sleep disturbances and suicide. We aimed to investigate the mediating roles of psychological pain and dream anxiety in this relationship. This cross-sectional study included 150 depressive patients with or without recent suicide attempts and 91 healthy controls. The Pittsburgh Sleep Quality Index (PSQI), Beck Depression Inventory (BDI), Psychache Scale (PS), and Van Dream Anxiety Scale (VDAS) were used to assess sleep quality, depression severity, psychological pain, and dream anxiety, respectively. Depression group's mean depression, dream anxiety, psychache, and median sleep quality scores were higher than those of the control group. The ROC analyses indicated no relationship between the violence status of the suicides and the mean dream anxiety, sleep quality or psychache scores. Multivariate regression analysis demonstrated that only the depression score predicted suicide attempts. Mediation analyses revealed that both psychache and dream anxiety have full mediator roles in the relationship between sleep disturbance and suicide attempts. Psychotherapeutic approaches to relieve dream anxiety and psychache may help prevent suicide attempts of at-risk individuals.