The purpose of this study is to investigate the relationship between sleep disturbances and gambling behavior. Data from the National Comorbidity Survey—Replication (NCS-R) was used to examine the relationship between three specific sleep complaints (difficulty initiating sleep [DIS], difficulty maintaining sleep [DMS], and early morning awakening [EMA]) and gambling behavior. Bivariate logistic regression models were used to control for potentially confounding psychiatric disorders and age. Almost half of respondents with problem gambling behavior (45.9%) and two thirds (67.7%) of respondents with pathological gambling behavior reported at least one sleep compliant. Compared to respondents with no gambling pathology, respondents with pathological gambling were significantly more likely to report at least one sleep complaint (Adjusted Odds Ratio [AOR] = 3.444, 95% CI = 1.538–7.713), to report all sleep complaints (AOR = 3.449, 95% CI = 1.503–7.914), and to report any individual complaint (DIS: OR = 2.300, 95% CI = 1.069–4.946; DMS: AOR = 4.604, 95% CI = 2.093–10.129; EMA: AOR = 3.968, 95% CI = 1.856–8.481). The relationship between problem gambling and sleep complaints were more modest (any sleep complaint: AOR = 1.794, 95% CI = 1.142–2.818; all three sleep complaints: AOR = 2.144, 95% CI = 1.169–3.931; DIS: AOR = 1.961, 95% CI = 1.204–3.194; DMS: AOR = 1.551, 95% CI = 0.951–2.529; EMA: AOR = 1.796, 95% CI = 1.099–2.935). Given the individual and societal ramifications linked with the presence of sleep problems, this study presents another health-related repercussion associated with gambling pathology rarely discussed in the literature.