We aimed to investigate the role of depressive symptoms between sleep disorders and cardiovascular disease (CVD). Data used in this cross-sectional study were collected from the National Health and Nutrition Examination Survey (NHANES) database in the United States between 2017 and 2020. Univariate and multivariate logistic regression analyses were performed. Causal mediation analysis was conducted to investigate the role of depressive symptoms between sleep disorders and CVD. Subgroup analyses were performed in populations with diabetes, hypercholesteremia, and hypertension. A total of 5,173 participants were included, and 652 (12.6%) participants had CVD. Sleep disorders [odds ratio (OR) = 1.66; 95% confidence interval (CI), 1.35-2.03] and depressive symptoms (OR = 1.92; 95 %CI, 1.44-2.56) were associated with greater odds of CVD, and sleep disorders (OR = 3.87; 95 %CI, 3.09-4.84) were also related to greater odds of depressive symptoms after adjusting for confounders. Causal mediation analysis showed that the average direct effect (ADE) was 0.041 (95 %CI, 0.021-0.061;  < 0.001), the average causal mediation effect (ACME) was 0.007 (95 %CI, 0.003-0.012;  = 0.002), and 15.0% (0.150, 95 %CI, 0.055-0.316;  = 0.002) of the association of sleep disorders with CVD appeared to be mediated through depressive symptoms. Subgroup analyses indicated that the mediating effect of depressive symptoms on sleep disorders and CVD was also observed in populations with hypercholesterolemia or hypertension (all  < 0.05). Depressive symptoms may be a mediator in the relationship between sleep disorders and CVD. Improving depressive symptoms in patients may reduce the odds of CVD due to sleep disorders.