Dry eye disease (DED) is a multifactorial disease of the ocular surface that causes severe discomfort, mild ocular irritation, fatigue, pain, visual disturbance, and a foreign body sensation. Stress, depression, and sleep disorders are considered risk factors for DED. Our aim was to investigate the association between mental health, sleep disorders, and DED in Korean adults. This population-based, cross-sectional study examined ophthalmologic data of 16,471 Koreans aged ≥20 years from the 2010–2012 Korea National Health and Nutrition Examination Survey (KNHANES). DED was based on a medical diagnosis by a doctor, and data on mental health and sleep disorders were obtained using questionnaires. Multiple logistic regression analysis was conducted to examine the association between mental health, sleep disorders, and DED, and we also adjusted for possible covariates. Short sleep duration (≤5 h/night), stress perception (yes), and depressive symptoms (yes) were significantly associated with the risk of DED even after correcting for demographic factors, lifestyle factors, and medical factors. Combined short sleep duration, stress, and depression were most strongly associated with DED, and thus ophthalmologists must be aware of the possibility of a higher prevalence of sleep disorders, stress, and depression in patients with DED.