Objectives: To investigate the presence, nature and direction of the daily temporal association between depressive symptoms, cognitive performance and sleep in older individuals. Design, setting, participants: Single-subject study design in eight older adults with cognitive impairments and depressive symptoms. Measurements: For 63 consecutive days, depressive symptoms, working memory performance and night-time sleep duration were daily assessed with an electronic diary and actigraphy. The temporal associations of depressive symptoms, working memory and total sleep time were evaluated for each participant separately with time-series analysis (vector autoregressive modeling). Results: For seven out of eight participants we found a temporal association between depressive symptoms and/or sleep and/or working memory performance. More depressive symptoms were preceded by longer sleep duration in one person (r = 0.39; p < .001), by longer or shorter sleep duration than usual in one other person (B = 0.49; p < .001), by worse working memory in one person (B = −0.45; p = .007), and by better working memory performance in one other person (B = 0.35; p = .009). Worse working memory performance was preceded by longer sleep duration (r = −.35; p = .005) in one person, by shorter or longer sleep duration in three other persons (B = −0.76; p = .005, B = −0.61; p < .001; B = −0.34; p = .002), and by more depressive symptoms in one person (B = −0.25; p = .009). Conclusion: The presence, nature and direction of the temporal associations between depressive symptoms, cognitive performance and sleep differed between individuals. Knowledge of personal temporal associations may be valuable for the development of personalized intervention strategies in order to maintain their health, quality of life, functional outcomes and independence.

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major depression was associated with worse executive function across the lifespan, but minor depression only in younger adults. The impact of vascular burden on the association did not differ between younger and older adults. Therefore, vascular risk reduction is important in both age groups.