Objective: Insomnia and depression are closely related. However, few studies have investigated whether certain insomnia symptoms differentially relate to certain depressive symptoms. The present study aimed to examine relationship between specific types of insomnia symptoms (sleep symptoms, daytime symptoms, and perception symptoms) and specific symptoms of depression. Design: Cross-sectional, observational study data from the Sleep, Health, Activity, Diet and Environment and Social Factors (SHADES) Survey. Setting: Community-level population. Participants: A total of 1003 community-based adults aged 22–60 from the Philadelphia area. Measurements: Insomnia symptoms were represented by scores of sleep symptoms, daytime symptoms and perception symptoms, derived from the Insomnia Severity Index (ISI). Depression symptoms were assessed with the items of the Patient Health Questionnaire 9 (PHQ-9). Results: A Confirmatory Factor Analysis (CFA) supported the three-factor model based on ISI data. Binary logistic regressions examined independent associations between the three insomnia symptom types and individual depression symptoms. Sleep symptoms were more strongly associated with physiological aspects of depressive symptoms (appetite symptoms, psychomotor symptoms, and suicidal ideation). The daytime symptoms, on the other hand, were significantly associated with almost all depressive symptoms, except for appetite. Moreover, daytime symptoms were exclusively related to cognitive symptoms of depression (eg, trouble concentrating). The perception symptoms were independently associated with mood symptoms, tiredness, appetite, and judgment of oneself as a failure, but not with psychomotor, cognitive and suicidal ideation symptoms. Conclusion: Daytime symptoms and perception symptoms of insomnia were more strongly associated with a full range of depressive symptoms than sleep symptoms. The sleep symptoms were mainly associated with more physiological symptoms of depression, implicating more biological mechanisms. Further research is needed regarding how these types of insomnia symptoms differentially related to multiple health consequences.