Given the stigma surrounding mental health, a discussion of how symptoms interfere with sleep might be a useful first step to identify unhelpful thoughts or feelings of distress. We asked: 1) Does sleep quality have an association with magnitude of incapability and pain intensity independent of mental health? and 2) Are mental health factors associated with sleep quality? We performed a cross-sectional study of one hundred and fifty-four patients seeking musculoskeletal care who completed measures of magnitude of capability, pain intensity, unhelpful thoughts regarding symptoms (catastrophic thinking, negative pain thoughts), distress (symptoms of anxiety and depression), and sleep disturbance. We tested factors associated with the magnitude of capability and pain intensity, accounting for sleep quality and mental health in multivariable models. Accounting for potential confounding in multivariable analysis, lower magnitude of capability was independently associated with greater sleep disturbance, more unhelpful thoughts about symptoms (negative pain thoughts), and older age. Greater pain intensity was independently associated with greater unhelpful thoughts about symptoms (catastrophic thinking) and not using of an electronic device before bed. Greater sleep disturbance was independently associated with use of sleep medication, greater symptoms of anxiety, and greater unhelpful thoughts regarding symptoms (PCS). Given the observation that sleep disturbance is associated with feelings of anxiety, clinicians can consider starting mental health discussions by focusing on sleep quality. App and web-based cognitive behavioral therapy-based treatments for sleep are readily available and have the potential to improve mental health. •Sleep disturbance is associated with feelings of anxiety.•Sleep disturbance is associated with greater unhelpful thoughts regarding symptoms.•Lower magnitude of capability was associated with greater sleep disturbance.