Objective This study was performed to investigate the associations of life event stress with impulsivity, anxiety, and depressed mood as a function of the presence of a sleep disturbance. Methods In total, 214 participants (age 38.96±10.53 years; 111 females) completed self-report questionnaires, including the Life Experience Survey (LES), Pittsburgh Sleep Quality Index (PSQI), Barratt’s Impulsivity Scale (BIS), Beck Anxiety Inventory (BAI), and Beck Depression Inventory (BDI). The presence of a sleep disturbance was defined as a PSQI score >5. Results In total, 127 participants presented with a sleep disturbance (age 39.33±10.92 years; 64 females), whereas the remaining 87 did not (age 38.43±9.97 years; 47 females). Negative LES scores were significantly correlated with BIS (r=0.22, p=0.001), BAI (r=0.46, p< 0.001), and BDI (r=0.51, p<0.001) scores, and PSQI scores were significantly correlated with BAI (r=0.49, p<0.001) and BDI (r=0.60, p< 0.001) scores. Moderation analysis revealed statistically significant interactions between negative LES scores and the presence of a sleep disturbance on BIS (p=0.044) and BDI (p=0.014) but not on BAI (p=0.194) scores. Conclusion The findings of the present study suggest that life event stress has varying degrees of influence on mental health, especially impulsivity and depressed mood, depending on the presence or absence of a sleep disturbance.