Multiple sclerosis (MS) and migraine are two common neurological disorders affecting women more than men. Sleep quality impairment has been reported in both diseases. The goal of this study was to compare sleep quality and depression between women with MS and migraine. Seventy women with migraine and 75 women with MS were enrolled in this study. Participants were asked to fill-out valid and reliable Persian versions of Pittsburg Sleep Questionnaire (PSQI) and Beck Depression Inventory (BDI). Mean age and duration of disease for MS group was 31.1 ± 7.6, 4.8 ± 5 and for second group 31.4 ± 5.6, 5.2 ± 4 years, respectively. Mean BDI score and number of patients with poor sleep (PSQI ≥5) were significantly higher in patients with migraine. There was significant positive correlation between PSQI and BDI scores in all participants (r=0.32, P<0.001), while correlation coefficient was 0.39, P=0.001 in patients with migraine and 0.35, P=0.002 in MS cases. Multiple linear regression analysis between the PSQI as a dependent variable and age, BDI and education level as independent variables showed that BDI is the independent predictors of PSQI in both groups. This study shows that patients with migraine suffer from poor sleep and depression more frequently than MS cases.